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Dierential Equations I
Course of Lectures
prof. Artras tikonas
Faculty of Mathematics and Informatics

Department of Dierential Equations and Numerical Mathematics
Naugarduko g. 24, LT-03225 Vilnius, Lithuania
Vilnius University, 2012
Translate from Lituanian by Kristina Kaulakyt, 2012
Contents
1 Basic definitions of the theory of differential equations

1.
2.
3.
4.
Dierential equation and its solutions . . . . . . . . . . . .

1.1.
Dierential equation and its domain of denition . .
1.2.
Solutions of dierential equation . . . . . . . . . . .
1.3.
Dierential equation of family of curves . . . . . . .
Cauchy problem . . . . . . . . . . . . . . . . . . . . . . . .
Systems of dierential equations . . . . . . . . . . . . . . .
Integration of dierential equations in some classes . . . . .
4.1.
Integration by quadratures of the rst order ODE .
4.2.
First order homogeneous linear dierential equation
4.3.
First order linear dierential equations . . . . . . . .
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2 Linear differential equations

1.
Linear
1.1.
1.2.
1.3.
1.4.
1
1
3
7
8
11
14
14
24
40
47
n-th order dierential equation . . . . . . . . . . .

Linear dierential operator . . . . . . . . . . . . .
Linear dependence and independence of functions .
Linear homogeneous dieretial equation . . . . . .
Linear non-homogeneous dierential equation . . .
iii
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47
48
50
51
55
iv
List of Tables
1.1
Conditions of existence of integrating factors (z(x, y)). . . . . .
39
vi
List of Figures
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
1.10
1.11
1.12
1.13
p
Domain of denition of ODE y = x(x2 1). . . . . . . . . . .
p
Domain of denition of ODE y = 1 x2 y 2 . . . . . . . . . .
Domain of denition of ODE and graph of solution of ODE. . . .
Integral curves of ODE y = y 2 . . . . . . . . . . . . . . . . . .
E.g.1.9. Graphs of solutions of ODE . . . . . . . . . . . . . . . .
Integral curves of ODE y = xy , when y > 0. . . . . . . . . . . .
Integral curves of ODE y = cos x . . . . . . . . . . . . . . . . . .
Cauchy problem to a rst order equation. . . . . . . . . . . . . .
Cauchy problem to a second order equation. . . . . . . . . . . . .
Integral curves of ODE y = 3y 2/3 . . . . . . . . . . . . . . . . . .
Singular point and singular solution of ODE. . . . . . . . . . . .
Cauchy problem y = y/x, y(0) = 2. . . . . . . . . . . . . . . . .
Behaviour of solution y = (x) of equation y = f (x) on interval
(a; b]:
Rb
Rb
(a) lim f (x) 6= ; (b) f () d < +; (c) f () d = +. .
xb0
x0
3
3
3
4
4
4
8
8
8
10
10
10
16
x0
1.14 Solutions of equation y = g(y). . . . . . . . . . . . . . . . . . . .

1.15 Stationary solutions of equation y = g(y). . . . . . . . . . . . . .
1.16 Behaviour of solution y = (x) of equation y = g(y), when
y +. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.17 Solutions of equation y = 3(y 1)2/3 . . . . . . . . . . . . . . . .
1.18 Elimination of appendix and parasitic cycles of polygonal
curve in simply connected domain. . . . . . . . . . . . . . . . . .
1.19 Family of concentric circles. . . . . . . . . . . . . . . . . . . . . .
1.20 Decomposition of domain by separating variables. . . . . . . . . .
1.21 Family of radii. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.22 -process and Mobius leaf. . . . . . . . . . . . . . . . . . . . . . .
1.23 Integral curves (family of parabolas y = Cx2 ) is get using process. Corresponding integral curves is numerated with the
same number (C), C = corresponds the line x = 0, C =
corresponds the origin. . . . . . . . . . . . . . . . . . . . . . . . .
1.24 Polar coordinates, -process and semi-innite cylinder. . . . . . .
1.25 Family of hyperbolas and their asymptotes. . . . . . . . . . . . .
vii
21
21
21
21
29
32
32
32
36
36
38
38
1.26 Family of spirals and their images (exponential curves)

using -process on development of a cylinder. . . . . . .
1.27 Integral curves of homogeneous LDE. . . . . . . . . . . .
1.28 Monodromy operator. . . . . . . . . . . . . . . . . . . .
1.29 Stability of zero solution. . . . . . . . . . . . . . . . . .
2.1
2.2
2.3
2.4
are
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get
. . .
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. . .
Space of solutions of linear equation. . . . . . . . . . . . . . . .

Integral curves of homogeneous linear dierential equation. . .
Integral curves of non-homogeneous linear dierential equation.
Linear dependence of functions. . . . . . . . . . . . . . . . . . .
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38
42
42
42
49
50
50
50
Chapter 1
Basic denitions of theory of dierential equations
In this chapter we learn about ordinary dierential equations and their solutions. We
formulate initial value problem. We consider systems of dierential equations and their
relation with the higher order dierential equations.
1.
Dierential equation and its solutions
Function F (x1 , . . . , xn ) is called smooth in the domain D, if this function is

F
F
continuously dierentiable at all points of D, i.e. F, x
, . . . , x
C(D).
1
n
Open and connected set is called a domain. If D is an open set, then every
point of that set is interior. Then and continuity, and smoothness are dened
approaching to that point in any direction.
In the real line R connected sets are intervals I = (a; b), [a; b), (a; b], [a; b], a,
b R. Domains are only open intervals (a; b), (; b), (a; +), and the real
line R is also an open interval, i.e. R = (; +). We denote R = [; +]
= R {} {+}, R+ = (0; +), R = (; 0).
1.1.
Differential equation and its domain of definition
Definition 1.1 [Ordinary differential equation]. An equality which involves independent variable x, unknown function y(x) ir its derivatives is called
ordinary dierential equation (ODE):
F (x, y, y , . . . , y (n) ) = 0.
(1.1)
It is assumed that F (x, y, p1 , . . . , pn ) is continuous with respect to all its variables and it necessarily depends on variable pn .
Example 1.1 [Ordinary differential equations]. Examples of ODE:
y sin x = 0,
y + y xex 1 = 0,
ey + y x = 0.
Example 1.2 [Partial differential equations]. Equations

y
u
u
x
= 0,
x
y
v
2v
2v
=
+
t
x2
y 2
1. Differential equation and its solutions
are not ODE, because they involve partial derivatives of unknown functions u(x, y) and v(t, x, y).
Unknown function depends on only one variable in ODE whereas in PDE unknown function depends on several variables. We use "ODE" as an abbreviation
for both: "ordinary dierential equation" and "ordinary dierential equations".
Definition 1.2 [Order of ODE]. Order of the highest derivative in the differential equation is called the order of a dierential equation .
Example 1.3 [Order of ODE]. F (x, y, y , . . . , y (n) ) = 0 is an n-th order ODE, whereas
F (x, y, y ) = 0 is a first order ODE. In example 1.1 there are first, third
and second order ODE.
ODE, having form (1.1), is called implicit dierential equation . In example

1.1 the second and the third equations are implicit ODE. Let us notice that the
third equation is essentially implicit, because y cannot be put in any elementary
function.
Domain of denition of implicit ODE (1.1) is a domain DF Rn+2 , where
function F (x, y, p1 , . . . , pn ) is continuous in the space of variables (x, y, p1 , . . . , pn ).
If DF is not a connected set, we consider ODE in every connected set separately,
i.e. we assume that the same equality denes several ODE.
Example 1.4 [Domain
of definition of ODE]. Domain of definition of ODE (y )2 +
x + y 2 1 = 0 is R+ R R.
(n)
(k)
If at the point (x0 , y0 , y0 , . . . , y0 ), where y0

conditions
(n)
F (x0 , y0 , y0 , . . . , y0 ) = 0,
= y (k) (x0 ), function F satises
(n)
F
(x0 , y0 , y0 , . . . , y0 )
y (n)
6= 0,
then (using implicit function theorem) equation (1.1) can be solved with respect
to y (n) .
Definition 1.3 [Canonical form of ODE]. ODE has a canonical form, if
equation is solved with respect to the highest order derivative:
y (n) = f (x, y, y , . . . , y (n1) ).
(1.2)
Example 1.5 [Canonical form of ODE]. ODE y + y xex 1 = 0 has canonical

form y = y + xex + 1.
Obviously, that domain of denition of explicit (canonical) ODE (1.2) is

DF = Df R, where Df is domain of denition and continuity of function
f (x, y, y , . . . , y (n1) ). Domain Df is called domain of denition of explicit ODE.
Let us consider a rst order canonical ODE
y = f (x, y).
In this case a canonical form is called a normal form as well.
(1.3)
Chapter 1. Basic denitions of dierential equations theory
Figure 1.1 Domain of

denition
p of ODE
y = x(x2 1).

denition
p of ODE
y = 1 x2 y 2 .
Example 1.6. The right side of ODE
y =
p
x(x2 1)
[2012 01 18 (19:46)]

denition of ODE and
graph of solution of ODE.
(1.4)
has sense, when x [1; 0] and x [1; +] (see Fig. 1.1).

Problem 1.1. Find the domain of definition of ODE (1.4).
p
Example 1.7 [Domain of definition of ODE]. The right side of ODE y = 1 x2 y 2
is defined in the closed circle {(x, y)|x2 +y 2 6 1}, but domain of definition
of ODE Df is an open circle {(x, y)|x2 +y 2 < 1} with the center in origin
(see Fig. 1.2).
1.2.
Solutions of differential equation
Dierential equation will be solved if we nd all such smooth functions which

putting into ODE gives us an identity. Finding of all solutions of ODE we
call integration of ODE. Every n-th order ODE describes general geometrical
property of solutions of graphs. Graphs of a rst order ODE are called integral
curves.
A rst order ODE denes relation between coordinates x, y and the slope of
the tangent line to integral curve. For example, the slope of integral curve of
explicit ODE is equal to the right side of ODE at that point (see Fig. 1.3).
Every second order ODE can be written in such form
F (x, y, y , (1+(yy )2 )3/2 ) = 0.

Expression of the last argument is equal to the curvature of curve. Therefore a
second order ODE denes the relation between coordinates, slope and curvature.
Definition 1.4 [Explicit solution of ODE]. We call function y = (x),
x I Rx an explicit solution of ODE (1.1), if
1) C n (I);

2) x, (x), (x), . . . , (n) (x) D, x I;
Figure 1.4 Integral

curves of ODE y = y 2 .
Figure 1.5 E.g.1.9.

Graphs of solutions of
ODE .
Figure 1.6 Integral

,
curves of ODE y = x
y
when y > 0.

3) F x, (x), (x), . . . , (n) (x) 0.
If the solution is dened on interval (a; b), then the same function will be the
solution on interval (; ) (a; b) as well. We assume that I = (A; B) is
such maximal interval. Solutions dened on such interval are called maximal
solutions. By default we understand solution as a maximal solution.
Example 1.8 [Solution of a first order ODE ]. ODE y = y 2 is defined in all R2 .
Function y = x1 is the solution of this ODE on intervals (; 0) and
(0; +), because when x 6= 0, then function y = x1 C 1 and ( x1 ) =
x12 ( x1 )2 . At the point x = 0 the solution is not defined, because
at this point the value of function y = x1 is not defined (see Fig. 1.4).
Therefore function y = x1 defines two solutions: one on the interval
R and the other one on R+ . Integral curves of these solutions are
branches of a hyperbola.
2/3
2
Example 1.9 [Solutions of a second order ODE ]. ODE
p(y ) 1(y ) = 0 is defined
4
2
in all R . Function (x; C1 , C2 ) = C2 + 1 (x C1 ) is the solution of
this ODE on interval I = (C1 1; C1 +1): function (x; C1 , C2 ) C 2 (I),
x C1
(x; C1 , C2 ) = p
,
1 (x C1 )2
(x; C1 , C2 ) = p
1
1 (x C1 )2
and such identity

2
2/3

x C1
1
0
1 p
p
3
1 (x C1 )2
1 (x C1 )2
p
is hold. Let us notice that functions (x; C1 , C2 ) = C2 1 (x C1 )2
are the solutions as well. Graphs of solutions of ODE are presented in
Fig. 1.5
Definition 1.5 [Parametrical solution of ODE]. We call function

(
x = (t),
t I Rt
y = (t),
a parametrical solution of ODE (1.1), if
(1.5)
[2012 01 18 (19:46)]
1) , C n (I), 6= 0;
2) ((t), (t),
d(t)
d(t)
d
d(t) , . . . , d(t) (. . . ( d(t) )))
3) F ((t), (t),
D, t I;
d(t)
d(t)
d
d(t) , . . . , d(t) (. . . ( d(t) )))
0.
Example 1.10 [Parametrical solutions of ODE]. Parametrical solutions of ODE y =

xy in the domain y > 0 are (see Fig. 1.5)
(
x = C cos t,
t (0; ), C > 0,
y = C sin t,
because (t; C) = C cos t C 1 (0; ), = C cos t = C sin t 6= 0,
(t; C) = C sin t C 1 (0; ) and
d(C sin t)
C cos t
C cos t
=
.
d(C cos t)
C sin t
C sin t
The rst and the second order derivatives with respect to variable t, which
sense usually is time, we denote by
x :=
dx
,
dt
x
:=
d2 x
.
dt2
If x = x(t), y = y(t), then

dy
y
= ,
dx
x
d y 1 d y yx y x
d2 y
=
=
=
.
dx2
dx x
x dt x
x 3
(1.6)
Example 1.11 [Parametrical solutions of a second order ODE]. Parametrical solutions

of ODE (y )2/3 1 (y )2 = 0 are
(
x = C1 + cos t,
t (0; ),
y = C2 + sin t,
because = C1 + cos t, = sin t 6= 0, = C2 + sin t C 1 on interval
(0; ). Using formulae (1.6) we find
y =
cos t
,
sin t
y =
1
.
sin3 t
Putting these expressions into ODE we get such identity

cos t 2

1 2/3
1
+
.
sin t
sin3 t
These parametrical solutions correspond explicit solutions

y = C2 +
p
p
1 (x C1 )2 . If we want to get solution y = C2 1 (x C1 )2 ,
then it is enough to take t (; 2).
Definition 1.6 [Implicit solution of ODE]. We call solution y = (x) of

ODE (1.1), written in equality (x, y) = 0, an implicit solution of ODE.
Example 1.12 [Implicit solutions of ODE]. Equality (x, y; C1 , C2 ) (x C1 )2 + (y

C2 )2 1 = 0 defines implicit solutions of ODE (y )2/3 1 (y )2 = 0,
= 2(y C2 ) 6= 0 and we can write explicit
when y 6= C2 . Indeed
y
p
forms of solutions y = C2 1 (x C1 )2 , x (C1 1; C1 + 1).
Function (x, y) denes implicit solution (x, y) = 0 to a rst order normal

ODE (1.3), if such identity
d
(x, y) (x, y)
=
+
f (x, y) 0
dx
x
y
is hold.
Example 1.13 [Implicit solution of ODE]. Function (x, y) = x2 + y 2 C 2 , C > 0
defines implicit solutions x2 + y 2 C 2 = 0 of ODE y = xy in the
semi-plane y > 0, because d
= 2x + 2y( xy ) 0. Integral curves
dx
(semi-circles) are presented in Fig. 1.6
Example 1.14 [Solutions of ODE]. The solutions of equation y = y are y = C1 cosh x+
C2 sinh x with any C1 , C2 R. These solutions compose the family of
curves, depending on two constants C1 , C2 .
Some ODE have no solutions at all, for example, (y )2 = 1, but ODE |y |+|y| =
0 has just one solution y 0. However usually equation has innite number of
solutions and they compose families of solutions depending on several constants.
Constants C1 , . . . , Cn involving into the form of solution of ODE are called
arbitrary constants. These constants can get any values, including .
Definition 1.7 [General solution of ODE]. By a general solution of an n-th
order ODE we call the family of solutions y = (x, C1 , . . . , Cn ), depending on
arbitrary constants C1 , . . . , Cn and having the property that system
y = (x, C1 , . . . , Cn ),
y = (x, C , . . . , C ),
1
n
(1.7)
.
.
.
y (n1) = (n1) (x, C1 , . . . , Cn )

is uniquely solved with respect to arbitrary constants:
(n1)
),
C1 = 1 (x, y, . . . , y
...
Cn = n (x, y, . . . , y (n1) ).
(1.8)
General solution can be written in parametrical form
x = (t, C1 , . . . , Cn ), y = (t, C1 , . . . , Cn ),
(1.9)
(x, y, C1 , . . . , Cn ) = 0.
(1.10)
or in implicit form
[2012 01 18 (19:46)]
From general solution taking particular values of C1 , . . . , Cn we get particular

solution.
Example 1.15. Function y = sin x + C is a general solution of ODE y = cos x and
y = sin x, y = sin x 2, y = sin x + 1 are particular solutions (see
Fig. 1.7).
2/3
2
Example 1.16. Solutions of ODE (y
two families of general
p ) 1(y ) = 0 compose p
solutions: y = C2 + 1 (x C1 )2 and y = C2 + 1 (x C1 )2 . Both
of these families of solutions we can define by one formula
(x C1 )2 + (y C2 )2 = 1,
x (C1 1; C1 + 1).
Note that at each point of the plane (x0 , y0 ) we can draw one graph
of solution of every
same tangent line. For example,
family, having the
semi-circles y = 1 x2 and y = 2 1 x2 touch each other at the
point (0, 1) (see Fig. 1.5).
Definition 1.8 [General integral of ODE]. We call solutions written in a

form
(x, y, C1 , . . . , Cn ) = 0
(1.11)
a general integral of an n-th order ODE . We call solution, which is get from
general integral, taking particular values of C1 , . . . , Cn , a particular integral of
an n-th order ODE .
Problem 1.2. Find order of ODE and check, if the given function is a solution:
a) y + 9y = 0,
y = C1 cos(3x) + C2 sin(3x);
b) y 0, 5y = 0,
y = Cex/2 2;
x2
c) y = 2xy, ye
= C;
x
d) y = , y = C cosh t, x = C sinh t;
y
x3
e) y = x + sin x, y =
sin x + C;
6
Z
2
f ) y = ex ,
y=
e d + C.
Problem 1.3. Check, if solutions of problem 1.2 define general solutions or integrals.
1.3.
Differential equation of family of curves
Let us assume that we have the family of curves which is dened by equation
F (x, y, C1 , . . . , Cn ) = 0. From the system
F (x, y, C1 , . . . , Cn ) = 0,
F
F
d
dx F (x, y, C1 , . . . , Cn ) x + y y = 0,
...
nF
F (n)
dn
= 0,
dxn F (x, y, C1 , . . . , Cn ) xn + + y y
2. Cauchy problem
Figure 1.7 Integral

curves of ODE y = cos x .
Figure 1.8 Cauchy

problem to a rst order
equation.
Figure 1.9 Cauchy

problem to a second order
equation.
eliminating constants C1 , . . . , Cn , we could get an n-th order ODE of this family

of curves.
Example 1.17. The equation of family of all unique circles in the plane is
(x C1 )2 + (y C2 )2 = 1.
Differentiating this equation with respect to variable x twice, we get
2(x C1 ) + 2(y C2 )y = 0,
2 + 2(y )2 + 2(y C2 )y = 0.
We find
1 + (y )2
1 + (y )2
y , y C2 =
.
y
y
Putting these forms into the equation of circles, we get the ODE of family
of curves
(1 + (y )2 )3 = (y )2 .
x C1 =
2.
Cauchy problem
As we saw, usually ODE has an innite number of solutions. If we want to

except some one solution, we must require, that the solution should satisfy
additional conditions.
If we solve an n-th order ODE
F (x, y, y , . . . , y (n) ) = 0,
(2.1)
then such conditions are values of solution and its derivatives up to (n 1)

order, when x = x0 :
(n1)
y(x0 ) = y0 , y (x0 ) = y0 , . . . , y (n1) (x0 ) = y0
(2.2)
ODE with such conditions is called Cauchy1 (initial) problem and the conditions
are called initial conditions.
1 Augustin
Louis Cauchy (1789-1857) French mathematician.
[2012 01 18 (19:46)]
Problem 1.4. Check that y = Cex is the solution of ODE y = 2xy. Find the solution,
passing through the point (1, 4).
Example 1.18. Cauchy problem y = y/x, y(0) = 2 has no solution, because ODE is
not defined at the point x = 0 (see Fig. 1.12).
If we have a canonical n-th order ODE

y (n) = f (x, y, y , . . . , y (n1) ),
(2.3)
then the sucient condition for the existence of solution to Cauchy problem is
that f C(G) in the domain G Rn+1 [?].
Theorem 1.1 [Peano2 ]. Let function f be continuous in domain G. Then at
all the points (x0 , y0 ) of domain G the solution y = (x) of equation (2.3) exists
and satises initial conditions (2.2).
However conditions of these theorem are not enough for the uniqueness of solution to Cauchy problem [7, ?, ?].
f
Theorem 1.2. Let function f be continuous and its partial derivatives f
y , . . . , y (n1)
exist and are bounded in domain G. Then at all the points (x0 , y0 ) of domain
G the unique solution y = (x) of equation (2.3) exists and satises initial
conditions (2.2).
If at all the points of domain G the solution of Cauchy problem is unique,

then we call such domain G a domain of uniqueness.
Two solutions of ODE, coinciding at one point of domain of uniqueness G,
coincide in all this domain. Graphs of a rst order equation coincide as well.
Graphs of a second order equation coincide, if both solutions have the same
tangent line at the same point.
Example 1.19. Functions y = sin x and y = cos x are the solutions of ODE y + y = 0.
Graphs of these two solutions intersect each other, but these solutions
do not coincide on any interval (see Fig. 1.9).
Similar theorem is hold true to the equation (2.1) [7].

(n)
Theorem 1.3. Let function F C 1 (G) and at the point (x0 , y0 , y0 , . . . , y0 )

G is true
(n)
F (x0 , y0 , y0 , . . . , y0 ) = 0,
F
(n)
(x0 , y0 , y0 , . . . , y0 ) 6= 0.
y (n)
Then the unique solution y = (x) of ODE (2.1) exists and satises initial
conditions (2.2).
2 Giuseppe
Peano (1858-1932) Italian mathematician.
10
2. Cauchy problem
Figure 1.10 Integral

curves of ODE y = 3y 2/3
.
Figure 1.11 Singular

point and singular
solution of ODE.
Figure 1.12 Cauchy

problem y = y/x,
y(0) = 2.
Example 1.20. We will find the integral curve of ODE y = 3y 2/3 , passing through the
point (1, 1). We solve the initial problem
y = 3y 2/3 ,
y(1) = 1.
We check that y = (x C) are solutions of ODE. We put the initial

conditions: 1 = y(1) = (1 C)3 C = 0. Consequently this Cauchy
problem has the solution y = x3 (see Fig. 1.10). By the theorem 1.2
there are no more integral curves, passing through this point.
We will find integral curve, passing through the point (0, 0). Integral
curve y = x3 , which we have just found, is already passing through this
point . One more additional integral curve y 0 is passing through this
point as well. Therefore in this case the solution of Cauchy problem is
not unique and this point does not belong to the domain of uniqueness
of ODE.
It is particularly easy to solve Cauchy problem, if general solution of ODE

is known. In this case the concept of general solution guarantees that Cauchy
problem has a unique solution, because from (1.7) we can nd arbitrary constants (1.8). General solution
(n1)
y = (x; x0 , y0 , y0 , . . . , y0
(2.4)
is called Cauchy form of general solution.

Problem 1.5. Find solutions of Cauchy problem, if general solution or integral is known:
y
a) y = , y(1) = 1; yx = C;
x
1
b) y = , y(1) = 0; xey = C;
x
x2
3
+ C1 x + C2 ;
c) y = 1, y(0) = 1, y (0) = ; y =
2
2
x3
d) y = x + sin x, y(0) = 1, y (0) = 1; y =
sin x + C1 x + C2 ;
3
x
2
2
e) y = , y(3) = 4; y + x = C.
y
11
[2012 01 18 (19:46)]
ODE can have additional solutions, which we cannot nd from general solu (see Fig. 1.10). In previous
tion or integral with any constant C1 , . . . , Cn R
example 1.20 solution y 0 is not any cubic parabola y = (x C)3 .
Definition 1.9 [Singular point]. Such points of graphs of solution, where
the condition of uniqueness of solution is not valid, we call singular points.
Definition 1.10 [Singular solution]. Such solution, which every point is
singular point, we call a singular solution.
When the function from the right side of canonical ODE (2.3) is continuous
and has the partial derivatives with respect to variables y, y , . . . , y (n1) , then
its singular solutions can be only at those points where at least one condition is
valid:
f
f
= , . . . , (n1) = .
y
y
When we have implicit ODE (2.1) and F C1 (G), then singular solutions can
be dened by equalities F = 0, yF(n) = 0.
Problem 1.6. Check that ODE has the given solutions and find the singular solutions:
p
a) y = 2 |y|, y = |x C|(x C);
b) (y )2 + y 2 = 1,
3.
y = sin(x C).
Systems of dierential equations
Let us consider ODE of vectors

F (x, y, y , . . . , y (n) ) = 0,
(3.1)
where y = (y1 , . . . , ym ), F = (F1 , . . . , Fm ).

Such an n-th order ODE of vectors is called an n-th order system of dierential equations .
Usually we can nd systems of a rst order ODE:
F1 (x, y1 , . . . , ym , y1 , . . . , ym ) = 0,
(3.2)
...
Fm (x, y1 , . . . , ym , y1 , . . . , ym ) = 0.
1 ,...,Fm )
If Jacobian D(F
) 6= 0, then derivatives of a rst order we can express
D(y1 ,...,ym
through the remaining variables:
y1 = f1 (x, y1 , . . . , ym ),
(3.3)
...
ym = fm (x, y1 , . . . , ym ).
12
3. Systems of differential equations
The previous system of ODE is called m-th order normal system of ODE. The
form of vectors of this system is
y = f (x, y).
All the concepts, which we dened to the scalar ODE y = f (x, y), are generalized to the system of ODE. For example, Cauchy problem is written as
y = f (x, y),
y(x0 ) = y 0 .
(3.4)
General solution and general integral are dened as

y = (x, C),
(x, y, C) = 0 arba (x, y) = C,
where C = (C1 , . . . , Cm ) and all the functions are smooth.

Every n-th order canonical ODE can be reduced to a normal system of ODE.
So we do this to the Cauchy problem
(n1)
y (n) = f (x, y, y , . . . , y (n1) ), y(x0 ) = y0 , . . . , y (n1) (x0 ) = y0
(3.5)
Let us dene function of vectors z = (z1 , z2 , . . . , zn ) := (y, y , . . . , y (n1) ). Then

ODE (3.5) is reduced to the Cauchy problem to normal system of ODE
z1 = z2 ,
z2 = z3 ,
(3.6)
...
zn1 = zn ,
z = f (x, z , . . . , z ),
1
n
n
(n1)
with initial conditions z 0 = (y0 , y0 , . . . , y0
).
Example 1.21. Cauchy problem y +y = 0, y(0) = y0 , y (0) = y0 is reduced to a second

order system of ODE
(
y = z,
z = y
with initial conditions y(0) = y0 , z(0) = y0 .
Problem 1.7. Reduce ODE to system of ODE:

a) y = sin y;
b) y + 5xy + (y ) sin x + y = 0;
2
c) y = sin 1 + (y ) .
Every n-th order normal system of ODE (3.3) can be reduced to one nth order canonical ODE. We dierentiate one equation of system of ODE (for
example, the rst one) for n 1 times with respect to x and we substitute the
13
[2012 01 18 (19:46)]
right sides of equations of normal system for the rst order derivatives. In such
way we get the system of n equations:
y1 = f1 (x, y1 , y2 , . . . , yn ) fe1 (x, y1 , y2 , . . . , yn ),
P
e
fe1
+ ni=0 yf1i yi fe2 (x, y1 , y2 , . . . , yn ),
y1 = x
...
Pn
en2
en2
(n1)
+ i=1 fy
yi fen1 (x, y1 , y2 , . . . , yn ),
y1
= fx
i
P
en1
en1
(n)
y1 = fx
+ ni=1 fy
yi fen (x, y1 , y2 , . . . , yn ).
i
(3.7)
We introduce a new function z(x) = y1 (x). From the rst n 1 equations of

system (3.7) we get y2 , . . . , yn :
y2 = g2 (x, z, z , . . . , z (n1) ),
...
yn = gn (x, z, z , . . . , z (n1) ),
and put them to the last equation of system (3.7)

z (n) = fen x, z, g2 (x, z, z , . . . , z (n1) ), . . . , gn (x, z, z , . . . , z (n1) ) .
Then we get one n-th order ODE
z (n) = g(x, z, z , . . . , z (n1) ).

The initial conditions to this equation are
z(x0 ) = y1 (x0 ),
z (i) (x0 ) = fei (x0 , y1 (x0 ), . . . , yn (x0 )), i = 1, . . . , n 1.
Example 1.22. We have system of ODE
dv
dx
dw
dx
= w
,
x
= v.
We define a new function y = v, then we differentiate the first equation

with respect to x and we get
y =
w
,
x
dw 1
y = dx x
w
x2
xy
w
x2
w = y x,
y = xy
y x
.
x2
System of ODE is reduced to a second order ODE y = y+y

.
x
Problem 1.8. Reduce system of ODE to one ODE:
(
(
du
du
= v,
= v,
dx
dx
b)
a)
dv
dv
=
u;
=
u;
dx
dx
c)
du
dx
dv
dx
= u v,
= u + v.
14
4. Integration of ODE in some classes
If function f does not depend on variable x directly , then the system of

ODE
dy1
dx = f1 (y1 , . . . , ym ),
y = f (y)
...
dym
dx = fm (y1 , . . . , ym ).
is called autonomous.
Every non-autonomous system of ODE always can be reduced to the autonomous one
dx
= f0 (x, y1 , . . . , ym ) 1,
dy1
dt
= f1 (x, y1 , . . . , ym ),
dy1 = f (x, y , . . . , y ),
dx
1
1
m
dt
...
.
.
.
dym
= fm (x, y1 , . . . , ym )
dym
dx
= fm (x, y1 , . . . , ym ),
dt
where y Rm . And contrary, every autonomous system of ODE in the domain,

where |f0 | + |f1 | + + |fm | > 0, we can reduce to non-autonomous system of
ODE. For example, if f0 6= 0, then
dx
dy
= f0 (x, y1 , . . . , ym ),
1 ,...,ym )
1
dt
= ff10 (x,y
(x,y1 ,...,ym ) ,
dy1 = f (x, y , . . . , y ),
dx
1
1
m
dt
...
...
dym
(x,y1 ,...,ym )
= ffm0 (x,y
.
dym
dx
1 ,...,ym )
=
f
(x,
y
,
.
.
.
,
y
)
m
1
m
dt
Example 1.23. Non-autonomous ODE
dy
x
=
dx
y
is reduced to autonomous system of ODE
(
dx
= y,
dt
dy
= x.
dt
Problem 1.9. Reduce non-autonomous ODE to autonomous ODE:

(
dy
= z + x,
x
dy
dx
= ; b)
a)
dz
dx
y
= y + x.
dx
4.
Integration of dierential equations in some classes
4.1.
Integration by quadratures of the first order ODE
Let us consider several cases of integration of ODE.

4.1.1.
ODE, when the derivative of solution is known
Let us consider ODE
dy
= f (x),
dx
f C(I).
(4.1)
15
[2012 01 18 (19:46)]
Lemma 1.1. Let us assume, that f is bounded on interval I. Then the solution
of ODE (4.1) is found by integrating:
Z
y = f (x) dx + C.
(4.2)
Proof. ODE (4.1) means, that unknown function y is the primitive function of
function f . From mathematical analysis (the theory of Riemann3 integral) we
know, that the family of primitive functions of function f is (4.1).
Example 1.24. All the solutions of ODE y = cos x are y = sin x + C, i.e. all of them
are described by general solution.
Example 1.25. Function (x) = x is a solution on interval (0, 1), function (x) = x
is a solution on interval (1, 0), and the value of solution should be
zero at the point x = 0 (continuity). But function (x) = |x| is not
a smooth function. Therefore, ODE y = sign x have no solutions on
interval (1; 1).
Let us consider Cauchy problem to equation (4.1). Then the family of primitive functions can be expressed as a denite integral
Z x
f () d + C.
(4.3)
y(x) =
x0
When x = x0 , then from the initial condition we nd C = y0 . Therefore,

integral curve, passing through the point (x0 , y0 ), denes the only one solution
(Barrows4 formula)
Z x
f () d.
(4.4)
y(x) = y0 +
x0
Example 1.26. The solution of Cauchy problem y = cos x, y(0) = 1 is

Z x
x

y(x) = 1 +
cos() d = 1 + sin = 1 + sin x.
0
Problem 1.10. Find the solutions of ODE or Cauchy problem:

a) y = x(1 x), x (1; 1), y(0) = 1;
b) y =
4.1.2.
1
.
1+x2
Extension of solution
Let us consider ODE

dy
= f (x),
dx
f C(a, b), b < +, and lim f (x) = B.

xb0
We determine, when a solution can be dened on the interval (a; b].

3 Bernhard
4 Isaac
Riemann (1826-1866) German mathematician.

Barrow (1630-1677) English mathematician, philologist and theologian.
(4.5)
16

y
f(b)
f(b)
y0
y0
0
x0
y0
0
(a) Case 1
x0
(b) Case 2a)
x0
(c) Case 2b)
Figure 1.13 Behaviour of solution y = (x) of equation y = f (x) on interval (a; b]:
Rb
Rb
(a) lim f (x) 6= ; (b)
f () d < +; (c)
f () d = +.
xb0
x0
x0
Case 1. B finite. Let us dene the function

(
f (x) kai x (a; b),
f :=
B
kai x = b.
Function f C(a; b] and it is bounded on the interval (a1 ; b], for every a1
(a; b). Let us consider Cauchy problem with the initial condition y(x0 ) = y0 ,
x0 (a; b). The solution of this problem y = (x), C 1 (a; b),
Z x
f () d,
(4.6)
(x) := y0 +
x0
(x) f (x), x (a; b),
can be smoothly extended to the point x = b:

Z
Z b
f () d = y0 +
(b) = y0 +
x0
(4.7)
f() d.
(4.8)
x0
Then left derivative of function at the point x = b is equal to

l (b) = lim
xb0
(b) (x)
= lim (x) = lim f (x) = B = f(b),
xb0
bx
(1) xb0
where we have used Lopitals5 rule in the equality (1).

Case 2. B infinite. Assume, that B = + (the case B = is analysed
Rb
analogously). In this case integral x0 f () d is improper and two cases are
possible:
a)
lim (x) = y0 +
xb0
i.e. |
Rb
Rb
f () d, when the integral converges,
x0
f () d| < +;
x0
5 Guillaume
Francois Antoine, Marquis de lH

opital (1661-1704) French mathematician.
17

b)
[2012 01 18 (19:46)]
lim (x) = + (or ), when the integral diverges,
xb0
Rb
i.e.
f () d = + (or ).
x0
All the cases are presented in Fig. 1.13. In case 1 and case 2a) the solution
y = (x) reaches the point (b, (b)), and in case 2b) the solution has vertical
asymptote x = b. In case 2a) the tangent line of solution at the point x = b is
vertical, so the solution reaches the point continuously, but not smoothly.
Since
dx
dy
lim f (x) = + or
xb0
1
= f (x)
.
lim f (x) = , x b is the solution of inverted equation
xb0
Therefore, in case 2a) the point (b, (b)) is the singular point, where the
uniqueness of Cauchy problem is not valid.
Analogous properties of solution we can get in the left side of interval x =

a > , when f C(a, b) and lim f (x) = A:
xa+0
1) A nite. The solution

can be extended smoothly to the point x = a
Ra
and (a) = y0 + x0 f () d;
2a)
lim (x) = y0 +
xa+0
Ra
i.e. |
Ra
x0
f () d| < +;
x0
2b)
lim (x) = + (or ), when the integral diverges,
xa+0
Ra
i.e.
f () d = + (or ).
x0
Example 1.27. Let us consider ODE y = x , x (0; 1) R. Function f (x) = x

C(0; 1). We find limits: limx0+0 f (x) = 0, when > 0; limx0+0 f (x) =
1, when = 0; limx0+0 f (x) = +, when < 0; limx10 f (x) = 1.
Therefore, the solution is extended to the point x = 1 smoothly in all
cases, while the solution is extended to the point x = 0 smoothly only
when > 0.
+1
Solutions (primitive functions) on interval (0; 1) are (x) = x+1 + C,

when 6= 1 and (x) = ln x + C, when = 1. Solution is extended
to the point x = 0 continuously (but not smoothly), when 1 < < 0,
and it has asymptote x = 0, when < 1.
Problem 1.11. Find the solutions of Cauchy problem y = x , x (0; 1], y(1) = 0. Plot
integral curves for various . When the solution is extended to interval
[0; 1]?
Let us consider ODE

dy
= f (x),
dx
f C(
a, b).
(4.9)
18
On every closed interval [a; b] (

a, b) function f is continuous and bounded.
Therefore, we have case 1 and the solution is dened at every point of interval
(
a, b), i.e. it denes complete solution, which maximum interval of existence is
(
a, b).
Lemma 1.2. The solution of ODE (4.1) on interval (a; b) is found by integrating:
Z
y = f (x) dx + C.
(4.10)
and the unique solution of Cauchy problem with initial condition y(x0 ) = y0 is
y = (x) = y0 +
Zx
f () d.
(4.11)
x0
Example 1.28. Let us consider ODE y = x1 , x (0; +). Function f (x) = x1

C(0; +). Solution y = ln x is complete solution, and its maximum
interval of existence is (0; +).
Problem 1.12. Find complete solutions of ODE and their maximum intervals:
a) y =
d) y =
4.1.3.
1
;
x
1
;
x2
b) y = x;
c) y =
f) y =
f) y =
;
2 x
1
;
x(1x)
3
3 2.
x
Boundedness of solution
Let us consider ODE
dy
= f (x), f C(a, b).
(4.12)
dx
If b < +, then as we already saw, solution is dened on interval [x0 ; b], x
(a; b), in case 1 and in case 2a).
Let us consider the case b = + (the case a = is analysed analogously).
Let us consider Cauchy problem with initial condition y(x0 ) = y0 , x0 (a; +).
Integral curve, passing through the point (x0 , y0 ), denes the unique solution
(Barrows6 formula)
Z x
f () d, x (a; +).
(4.13)
y = (x) = y0 +
x0
From this form of solution we can see, that nite limit lim (x) = B exists if
x+
and only if the improper integral:

Z
f () d
x0
converges.
6 Isaac
Barrow (1630-1677) English mathematician, philologist and theologian.
(4.14)
19
[2012 01 18 (19:46)]
R +
Example 1.29. Let us consider ODE y = cos x, x (; +). Integral x0 cos x d
does not converge. General solution of ODE is y(x) = sin x + C.
If f > 0 (f < 0), then function is monotonically increasing (decreasing )

and
a)
lim (x) = y0 +
x+
i.e. |
+
R
+
R
x0
f () d| < +;
x0
b)
lim (x) = +, when the integral diverges,
x+
+
R
i.e. |
f () d| = +.
x0
Problem 1.13. Determine properties of solutions of ODE of problem 1.12, when x

.
4.1.4.
Integration of inverted ODE
Let us consider ODE
dy
= g(y),
dx
g C(A; B).
(4.15)
We will analyse several cases when we can nd solutions of equation (4.15).

Case 1. The point (A; B) is zero of a function g, i.e. g() = 0.
The constant y is a stationary solution of ODE (4.15) (x R).
Case 2. Function g(y) 6= 0 y (A; B).
1
In this case function f (y) := g(y)
C(A; B). Let us write inverted ODE
dx
1
= f (y) =
.
dy
g(y)
(4.16)
It satises the conditions of lemma 1.2.

Lemma 1.3. Let us assume, that g(y) 6= 0 y (A; B). Then the solution of
ODE (4.15) is found by integrating:
Z
dy
+ C,
(4.17)
x=
g(y)
and the (unique) solution of corresponding Cauchy problem is
Z y
d
x(y) = x0 +
.
y0 g()
(4.18)
20
Let us notice that the solution is a monotonic function, so the inverse function always exists. Therefore the form of solutions is (see Fig. 1.14):
y = (x x0 , y0 ) or y = (x C),
x R.
(4.19)
Corollary 1.1. It is enough to nd one integral curve of equation (4.15), while

the other integral curves are obtained by moving it x-direction.
Example 1.30. The right side of ODE y = 1+y 2 satisfies the conditions of lemma. We
find the solution of Cauchy problem with initial condition y(/4) = 1
x = /4+
or
y
1
y
1

d = /4+arctan = /4+arctan y/4 = arctan y
2
1+
1
y = tan x,
x (/2; /2).
Problem 1.14. Find the solutions (stationary and monotonic) of ODE:

a) y = 1 + y 2 ;
b) y = y;
d) y = y 2 ;
e) y = y 2/3 ;
c) y = y(1 y);
f) y =
1
,
3y 2
y > 0.
Case 3. Function g C(A; B], g(y) 6= 0 y (A; B), B < + and g(B) = 0.
We will nd out how the solutions described in case 2 interact with the
stationary solution y b. Let us consider the behaviour of inverted ODE
(4.16). Let us assume, that g(y) > 0 on interval (A; B), and f (y) = 1/g(y).
Then lim f (y) = +.
yB0
Lemma 1.4. If improper integral

Z
b
y0
1
dy
g(y)
f (y) dy
y0
(4.20)
diverges, then solutions (4.19) of ODE (4.15) monotonically approach to the

horizontal asymptote y B. In this case this asymptote is a particular solution,
when x +.
If improper integral (4.20) converges, then solutions (4.19) of ODE (4.15)
monotonically approach to the singular solution y B and reach it, when
xb = x0 +
y0
1
dy.
g(y)
Proof. It is enough to use properties of extension of solution in cases 2a) and

2b) to equation (4.16).
Integral curves are presented in Fig. 1.15.
21

y
y
y0
y0
[2012 01 18 (19:46)]
y1
y1
0
y2
x0
x2
x1
Figure 1.14 Solutions of

equation y = g(y).
(a) partial solution
(b) singular solution
Figure 1.15 Stationary solutions of equation y = g(y).
y
y
y0
0
x0
x0
y0
(a)
(b)
Figure 1.16 Behaviour of solution y = (x) of

equation y = g(y), when y +.
Figure 1.17 Solutions of

equation y = 3(y 1)2/3 .
Case 4. Function g C(a; +], g(y) 6= 0.

We will nd out how the solutions described in case 2 interact with the
stationary solution, when y . Let us consider the behaviour of inverted
ODE (4.16), when y . Let us assume, that g(y) > 0 on interval (a; +),
and f (y) = 1/g(y).
Lemma 1.5. If improper integral
Z +
1
dy
g(y)
y0
y0
f (y) dy
(4.21)
diverges, then solutions (4.19) of ODE (4.15) dened for all (x0 ; +) monotonically approach to +, when x +.
If improper integral (4.20) converges, then solutions (4.19) of ODE (4.15)
monotonically approach to vertical asymptote
Z +
1
dy.
x = x0 +
g(y)
y0
Proof. It is enough to use properties of boundedness of solution in cases a) and
b) to equation (4.16).
Integral curves are presented in Fig. 1.16.
22

4.1.5.
Theorem of existence and uniqueness of solution to one-dimensional

autonomic equation
Example 1.31 [Singular stationary solution]. Let us solve ODE y = 3(y 1)2/3 .
Function y 1 defines stationary solution. When y 6= 1, then solutions
are written in Barrows formula
Z y
d
.
x x0 =
2/3
y0 3( 1)
By integrating we find xx0 = (y 1)1/3 (y0 1)1/3 . Let us take initial
condition y(0) = 0. The solution y = 1 (x) = (x 1)3 + 1, x (; 1)
satisfies this condition. This solution can be smoothly extended to the
point (1; 1), where we have a zero derivative. Taking initial condition
y(2 + ) = 2, > 0, we have the solution y = 2 (x; ) = (x 1 )3 + 1,
x [1 + ; +). Then function
(x; ) =
1 (x),
1,
2 (x; ),
kai x (; 1],
kai x [1; 1 + ),
kai x [1 + ; +).
is the solution of Cauchy problem with initial condition y(0) = 0, when

> 0. In Fig. 1.17 there are presented two integral curves (x; 0) and
(x; 1), which coincide, when x 6 1.
Therefore, we can see, that continuity of function g does not guaranties the
uniqueness of solution.
Definition 1.11 [Lipschitz condition]. Let us assume, that function f :
M R, M R satises Lipschitz condition,7 if there exists constant L > 0,
such as
|f (x2 ) f (x1 )| L|x2 x1 |, x1 , x2 M.
(4.22)
The class of such functions we denote by LipL (M ).
Problem 1.15. Prove that a function satisfying Lipschitz condition is continuous.
Lemma 1.6. Let us assume f C 1 (A; B), (A; B) R. Then f LipL ([a; b]),
for every interval [a; b] (A; B).
Proof.
We use Newtons8 and Leibniz9 formula

Z x2
f () d, x1 , x2 [a; b].
f (x2 ) f (x1 ) =
x1
7 Rudolf
Otto Sigismund Lipschitz (1832-1903) German mathematician.

Newton (1643-1727) English physicist, mathematician.
9 Gottfried Wilhelm Leibniz (1646-1716) German philosopher, mathematician, physicists,
jurist, historian, linguist, inventor.
8 Isaac
23
[2012 01 18 (19:46)]
We estimate (function f C[a; b] is bounded on interval by value max |f (x)|):

x[a;b]
Z

|f (x2 ) f (x1 )| 6
x2
x1

Z

|f ()| d 6 max |f (x)|
x[a;b]
6 max |f (x)| |x2 x1 |.

x[a;b]
So we got, that constant L = max |f (x)|.

x[a;b]
x2
x1

1 d
Let us consider autonomic ODE

y = g(y),
y U,
(4.23)
where U = (A; B) R.
Theorem 1.4 [Existence and uniqueness of solution of ODE]. Let us
assume, that g LipL (U ). Then the solution y = (x) of ODE (4.23) with
initial conditions (x0 , y0 )
1) exists for all x0 R and y0 U ;
2) is unique, i.e. two solutions with the same initial conditions coincide in
the neighbourhood of point x0 ;
3) is written in formula:
x x0 =
(x)
y0
d
, jei g(y0 ) 6= 0,
g()
(x) y0 , jei g(y0 ) = 0.
(4.24)
(4.25)
Proof. Let us assume, that the point y0 U is not a zero of function g, e.g.,
g(y0 ) > 0. Then there exists (g continuous) interval (a; b): y0 (a; b) U and
in it g(y) > 0. From lemma 1.3 follows, that there exists the unique solution in
neighbourhood of point x0 and it is written in Barrows formula.
Let us assume, that the point y0 U is a zero of function g. Then (x) y0
is a solution.
We will show, that any solution, written in Barrows formula, does not reach
stationary solution. Let us assume contrary, that (x) is a solution, which
reaches the stationary solution: (x0 ) = y0 , (x2 ) = y2 (see Fig. 1.15(b)).
Without loss of generality, we can assume, that y2 < y0 and g(y) > 0, when
y [y2 ; y0 ). Then x1 [x2 , x0 ) Barrows formula
Z y1
d
, y1 = (x1 )
x1 x2 =
g()
y2
is true. Using Lipschitz condition g() = |g() g(y0 )| 6 L| y0 | = L(y0 ),
[y2 , y0 ] U , we estimate integral from lower:
Z
1 y1 d
x1 x2 >
.
(4.26)
L y2 y0
24
Ry
Integral y20 y0d
diverges, so x1 x2 +, when y1 y0 , i.e. x1 is bigger
than any in advance taken number. This contradiction let us state, that solution
with initial condition (x0 , y0 ) cant have points, where g(y) 6= 0. Therefore, if
(x0 ) = y0 , then g((x)) = 0 for all x. Then 0, i.e. constant.
Therefore, we have the particular solution.
Remark 1.1. Lipschitz condition in the theorem can be changed with smoothness, i.e. to require, that function g C 1 (U ).
R y d
Remark 1.2. Divergence of integral y0 g()
is a sucient condition to prove the
uniqueness.
p
Problem 1.16. Find all solutions of ODE y = 1 y 2 in the set |y| 1. Show, that
there exist infinite number of solutions, satisfying initial conditions a)
y(0) = 1; b) y(0) = 1. Find solutions. Plot integral curves.
Problem 1.17. Find all solutions of ODE y = 2 y in the set y 0. Show, that there
exist infinite number of solutions, satisfying initial condition y(0) = 0.
Find solutions and plot integral curves.
Problem 1.18. Find all solutions of ODE y = (y 2 1)/2, y R. Plot integral curves.
4.2.
First order homogeneous linear differential equation
Let us consider a rst order homogeneous linear dierential equation

v(x, y) dx+w(x, y) dy = 0,
|v(x, y)|+|w(x, y)| 6= 0,
(x, y) G R2 . (4.27)
We asumme that v, w C(G), G R2 a domain. Expression v(x, y) dx +

w(x, y) dy is called dierential 1-form and is denoted by = v(x, y) dx +
w(x, y) dy. In the denition of form we do not require that the condition
|v(x, y)| + |w(x, y)| 6= 0 should be satised.
4.2.1.
Differential 1-form
We remind you the main denitions of dierential forms in domain G Rn . The set of all
antisymmetric k-lines functionals in the space Rn we denote k (Rn ), and its elements we
call k-forms. Mapping : G k (Rn ) is called k-th order dierential form (or k-form).
A
order dierential form is a function. If basis in the space Rn is (e1 , . . . , en ) and x =
Pzero
n
i e , then functionals dxi (x) := xi are linear and independent, i.e. they compose
x
i
i=1
basis in the space 1 (Rn ), therefore 1-forms are written as the following expression in the
space
n
X
=
i (x) dxi .
(4.28)
i=1
If (x) 2 (Rn ), then

=
ij (x) dxi dxj ,
16i<j6n
where dxi dxj are elements of a basis in the pace 2 (Rn )

xi xj

1
1
n
( dxi dxj )(x1 , x2 ) := 1
, x1 = (x11 , . . . , xn
1 ), x2 = (x2 , . . . , x2 ).
xi xj
2
2
25
[2012 01 18 (19:46)]
If we have a k-form
X
j1 ...jk (x) dxj1 dxjk ,
16j1 <<jk 6n
dxj1
j
x1
1
dxjk (x1 , . . . , xk ) := . . .
xj1
k
...
...
...
x1k
...
j
xkk
and its coecients j1 ...jk C p (G), then k-form is called p-smooth and it is written that
p1
(G) to the form Ckp (G),
Ckp (G). We can dene an exterior differential d Ck+1
p N
X
d :=
16j1 <<jk
n
X
j1 ...jk
(x) dxi dxj1 dxjk .
i
x
6n i=1
Exterior dierential of 0-form = f (x) is usual dierential of function

df =
n
X
f
dxi ,
xi
i=1
and exterior dierential of 1-form (4.28) is

d =
16i<j6n
xi
i
(x) dxi dxj .
xj
Definition 1.12. 1-form C10 (G) is called exact in a domain, if there exists a smooth
function u C 1 (G) such as du = (x, y) G.
Definition 1.13. 1-form C11 (G) is called closed in a domain G Rn , if d = 0.
Lemma 1.7 [About the closure of 1-form]. Let us assume, that G Rn is a
i
domain. 1-form C10 (G) and x
j C(G), i 6= j, i, j = 1, n. If is exact, then it is
closed.
Proof.
From the uniqueness of dierential du = C10 we get that function u C 1 (G)

2
u
xi
j
u
and
= i i = 1, n, and xj x
i = xj C(G) i 6= j, i, j = 1, n. Then, using the
theorem about equality of mixed derivatives, we get
d =
2u
2u
(x) dxi dxj = 0.
i xj
j xi
x
x
16i<j6n
X
w
2
If v, w, v
y , x C(G) G R , then (exterior) dierential of 1-form =
v(x, y) dx + w(x, y) dy is 2-form
d =
w(x, y)
x
v(x, y)
dx dy.
y
Therefore in the domain of plane the condition of 1-form closure is

w(x, y)
v(x, y)
=
,
x
y
(x, y) G.
(4.29)
26
Set U R2 is called arc-connected, if for every pair of points x0 , x1 U there exists a

smooth function g : I U , g(a) = x0 , g(b) = x1 on the interval I := [a; b] R . Function
g is called an arc in the set G, connecting the points x0 ir x1 . The point x0 is called the
beginning of the arc, and x1 the end of the arc. Every arc-connected set is connected
set (if U is an open set, then the converse statement is true). Arc image in the set U is
called an arc trace or arc support. In the case when arc is smooth (g C 1 (I)), we require
d 2
d 1
g (t), dt
g (t)) 6= (0, 0) t I.
that Dg(t) := ( dt
Two smooth arcs g1 and g2 are called equivalent, if there exists a dieomorphism (onedt
( ) > 0
to-one mapping, which is smooth together with its inverse)
. : I1 I2 , t = t( ), d
I, such as g2 ( ) = g1 (t( )) (prove that such relation g1 g2 is an equivalence
relation). Such dieomorphism we call an admissable dieomorphism. All smooth arcs,
which belong to the same equivalence class [g] := {f arc : f g}, have the same trace.
That class we call a oriented curve. In the class [g] we always can choose the arc with
dt
( ) < 0 I, then we write
I = [0; 1]. If dieomorphism satises the condition d
g2 = g1 , and the arcs we call contrary orientation arcs (and the classes - contrary
orientation curves 2 = 1 ).
Continuous closed arc (g(a) = g(b)) is called a cycle. Also it is possible to dene a
piecewise smooth arc g Cp1 [a; b] (when the decomposition of interval [a; b] T = {a =
t0 < t1 < < tm = b}, g C[a; b] ir gj = g|[tj1 ;tj ] C 1 [tj1 ; tj ], j = 1, m is given).
Problem 1.19. Prove that if U Rn is an open set, then the following statements are
equivalent:
1) U is connected;
2) U is arc-connected;
3) U is piecewise linearly connected, i.e. for every pair of points
x0 , x1 U there exists a polygonal curve L U , connecting that
points;
4) U is piecewise linear, and sections of a polygonal curve are directed
along the coordinate axis.
If arc g C 1 (I), then it can be dened a curvilinear integral of the second kind of form
R
R
R P
dg
i
. If g1 g2 ,
over the arc g: g = I (g ) dt = ab n
i=1 i (g(t))(g ) (t) dt, where g =
R
R
R
R
R dt
R
then g = g and g = g , so we can talk about integrals = .
1
2
If the curve is closed, then Rthis integral
is
R called a circulation of the form in the curve
P
. If arc g Cp1 [a; b], then g = m
j=1 g . If 1-form is exact, then
j
n
n
X
X

d
u
u g(t) =
g(t) (g i ) (t) =
i (g(t))(g i ) (t) C[tj1 ; tj ]
i
dt
x
i=1
i=1
and using Newton - Leibniz formula

Z tj X
Z
n

=
i g(t) (g i ) (t) dt = u g(tj ) u g(tj1 )
gj
j = 1, m.
tj1 i=1
Taking a sum, we get

Z

= u g(b) u g(a) .
(4.30)
In the theory of dierential equations, if we know, that dierential form,

dened by the left side of equality (4.1), is exact, then one of the main tasks is
to nd function u. If we nd u, then equation (4.1) is equivalent to equation
du = 0, from which we get general integral u(x, y) = C of equation (4.1).
27
[2012 01 18 (19:46)]
Example 1.32. Let us find general integral of the equation (2x +y) dx +(x +2y) dy = 0.
Rearrange the equation
2x dx + 2y dy + y dx + x dy = d(x2 + y 2 + xy) = 0.
We find u = x2 + y 2 + xy and general integral x2 + xy + y 2 = C.
Theorem 1.5 [Criteria of exactness to 1-form]. Let us assume, that

C10 (G), G a domain. Then the following statements are equivalent:
1) is exact in the domain G;
2) circulation ofR 1-form to any piecewise smooth cycle from G is equal
to zero, i.e. = 0;
3) circulation of 1-form to any piecewise linear cycle from G is equal to

zero.

R
Proof. 1)2). Since 1-form is exact, integral = u g(a) u g(a) = 0.
2)3). It is obvious, because piecewise linear cycle is separate case of piecewise smooth cycle.
3)1). Let us x x0 G. Since G is a domain, we can connect any point
x G by polygonal curve . If 1 is another polygonal curve with the beginning
at the point x0 and the end at the point x, then polygonal curve 0 = (1 )
is piecewise linear cycle and
Z
Z
Z
Z
Z
Z
Z
Z
.
=
=0+
+
=
+
=
Therefore, the integral depends only on the beginning and the end of polygonal
curve and does not depend on polygon curve. Let us dene function
Z
, x .
u(x) :=
1-form C10 (G), let us choose h such, that x + hei G. Then we estimate
Z

|u(x + hei ) u(x) i (x)h| =

i (x + htei ) i (x) dt |h|
6 max |i (x + htei ) i (x)| |h| = o(h), h 0.

t[0;1]
So
u
xi
= i i = 1, n, ir u C 1 (G) exist.
Example 1.33. Let us find general integral of the equation (2x +y) dx +(x +2y) dy = 0.
In the example 1.32 we showed, that 1-form = (2x + y) dx + (x + 2y) dy
is exact.
Solving by Cauchy method. Plane R2 is a domain. We connect the points
(0, 0) and (x, y) by polygonal curve g = (g1 , g2 ): g1 = (0, ), [0, y];
28
g2 = (, y), [0, x]. Then g1 = (0, 1), |g1 = (, 2), g2 = (1, 0),
|g2 = (2 + y, + 2y), and
Z
Z
Z y
Z x
u(x, y) =
+
=
2 d +
(2 + y) d = y 2 + x2 + xy.
g1
g2
Solving by undefined integral method. Complete integral of exact differential equation is found by integrating partial differential equations
u
= v(x, y),
x
u
= w(x, y).
y
(4.31)
We know partial derivatives

u
= 2x + y,
x
u
= x + 2y.
y
We integrate the first equality with the respect to x:

Z
u(x, y) = (2x + y) dx + C(y) = x2 + xy + C(y);
put it to the second equality:
u
= x + C (y) = x + 2y;
y
and find C(y):
C (y) = 2y;
2
C(y) = y 2 + C.
Therefore, u(x, y) = x + xy + y .
Lemma 1.7 state, that every exact 1-form is closed, but the converse statement is not valid.
x
Example 1.34. Let us consider 1-form = x2y
dx + x2 +y
2 dy in the domain G =
+y 2
2
R r{(0, 0)}. The exterior differential of this 1-form C11 (G) is d = 0
(check the equality (4.29)), therefore the form is closed in the domain
G. But this 1-form is not exact, because its circulation over the smooth
cycle g = (cos(2t), sin(2t)), t [0; 1] is not equal to zero:
Z
Z 1
Z 1
cos(2t) d sin(2t) sin(2t) d cos(2t)
=
=
2
dt = 2 6= 0.
2
cos2 (2t) + sin (2t)
g
0
0
Let us assume, that U R2 is an open set. Two arcs gi : I U , i = 0, 1, are called

homotopic, if there exists continuous mapping F : I [0; 1] U : F (t, 0) = g0 (t), F (t, 1) =
g1 (t). Mapping F is called a homotopy of arc g0 to arc g1 . It is written g0 g1 (prove,
that homotopy denes an equivalence relation). Cycle g : I U is called homotopic to
the point x0 G, if g x0 , x0 (t) x0 , and F (a, ) = F (b, ) [0; 1]. Domain G R2
is called simply connected, if every cycle is homotopic to point in it.
In mathematical analysis course Green10 formula is proved:
ZZ
Z
v(x, y)
w(x, y)
dx dy.
v(x, y) dx + w(x, y) dy =
x
y
K
K
10 George
Green (1793-1841) English mathematician.
(4.32)
29

43
1(46)
42(45)
38
8(41,44)
1(27) 26
28
2
6(10)
37(39)
33
32
29
3(11)
12
26
5(20)
13
12
11
2
15
20
10
=>
21
5(13)
14
19
21(25)
4(19)
14(17)
14
16(22)
18
3(7)
=>
23
35
30
13(18)
1(15)
24
17
27(36)
31(34)
25
9(40)
[2012 01 18 (19:46)]
9(11)
22
4(12)
24
10
15
23
16
Figure 1.18 Elimination of appendix and parasitic cycles of polygonal curve in

simply connected domain.
v(x,y) w(x,y)
where
C(K)B(
K),
It is true, when v, w C(K), K is simple compact, y , x
is interior of set K (the maximum open set which belongs to K), K is boundary of set
K
K (the dierence between closure and interior of set K), which is locally piecewise smooth
class of bounded functions in the interior of compact. The orientation of
curve, B(K)
boundary is dened as: passing along the boundary its interior normal remains in the left
(i.e. ( , ) (e1 , e2 )).
Examples of simple compact : any rectangle, any triangle.
Corollary 1.2. Let us say, that K is a polygon, K is a polygonal curve, which does
not intersect itself (such polygon we call a simple one), and = v(x, y) dx + w(x, y) dy
R
is a closed 1-form. Then
C11 (K)
K = 0.
Proof.
Such polygon is the union of triangles, so

Z
m Z
m ZZ
m ZZ
X
X
X
=
=
d =
K
i=1
Ti
i=1
Ti
i=1
0 = 0.
Ti
Theorem 1.6 [Criteria of closure to 1-form]. Let us assume, that is 1form in the simply connected domain G R2 , and = v(x, y) dx + w(x, y) dy,
v w
v, w, y
, x C(G). Then the following statements are equivalent:
1) is exact in the domain G;
2) is closed in the domain G.
Proof. 1)2) Proof follows from lemma 1.7.
2)1). Let us say, that L is any piecewise linear cycle in the simply connected domain G R2 . Trace of such cycle is a closed polygonal curve, which
has not more than nite number points of intersection or segment. Number of
vertexes of polygonal curve is nite. Let us numerate all vertexes and points of
intersection of sections of a polygonal curve in such order, which is in the cycle
(starting at any vertex or point of intersection).
Fig. 1.18(b) vertexes dene the sequence
(1 3, 4, 5, 6 8, 9, 6(10), 3(11) 13, 14 14(17), 13(18), 4(19), 5(20), 21 21(25),
26 27 31 31(34) 27(36), 37, 38, 37(39), 9(40), 8(41), 42 8(44), 42(45)), 1(46))
30
where n(m) notes the vertex m, which was already numerated n < m (points of intersection
of sections of a polygonal curve or ends of segments of intersection), n m notes the part
of polygonal curve (n, n + 1, . . . , m), where n + 1, . . . , m 1 are just vertexes of polygonal
curve. Decomposition of circulation to separate integrals over sections of a polygonal curve
corresponds mentioned sequence.
Let us dene two operations: 1) elimination of appendix, when we change

such part of sequence (n, n+1, n(n+2)) n+2; 2) elimination of parasitic cycle
(the simple polygon), when we change such part of sequence (n, n+ 1, . . . , n(m))
to m. If during these operations we eliminate number n, and further is the
notation n(m), then we change that notation to m. Both of these operations
do not change the value of circulation.
In our example, after these operations (passing among the cycle sequentially), there remains the sequence
(1 3, 4, 5, 10, 3(11) 13, 17, 13(18), 4(19), 5(20), 25, 26 27 34 27(36), 39, 40, 44, 45, 1(46)).
We re-numerate:
(1 3, 4, 5 3(7) 9, 10, 9(11), 4(12), 5(13) 16 16(22) 26, 1(27)).
Analogously we get:
(1 7 11, 12, 13 22 26, 1(27)) or (after re-numerating)(1 1(15)).
In general case, since number of sections of a polygonal curve and segments and
points of intersection is nite, and every time during the operation of elimination
we eliminate a part of sections, so nally there will stay only one cycle: the
simple polygon or segment (appendix). Circulation over these cycles is equal
to zero. Therefore, circulation and initial polygonal curve is equal to zero.
Problem 1.20. Let us assume, that is a closed 1-form in the simply connected domain
G R2 , G is integral curve of equation (4.27). Show, that in the
domain, which is limited by this curve, there exists at least one solution
(x0 , y0 ), where v(x0 , y0 ) = w(x0 , y0 ) = 0.
Problem 1.21. Is 1-form exact, closed? If it is exact, then find u: w = du.
a) =
y
x2 +y 2
dx +
x
x2 +y 2
dy;
b) = (2xy cos x) dx + (x2 1) dy;
c) = (2x + cos x) dx + (3y 2 + ey ) dy;
d) = x(1 + y 2 ) dx + y(1 + x2 ) dy.
If 1-form is exact, then equation (4.27) is called exact dierential equation. Then
du = 0 and u(x, y) = C is general integral of equation (4.27).
4.2.2.
Equations of separated and separable variables
A rst order homogeneous linear equation of dierentials

v(x) dx + w(y) dy = 0,
v C(Ix ), w C(Iy ), |v(x)| + |w(x)| 6= 0,
(4.33)
is called an equation with separated variables, where Ix = (ax ; bx ), Iy = (ay ; by ).

1-form = v(x) dx + w(y) dy corresponds this equation. Mentioned 1-form is
31
[2012 01 18 (19:46)]
closed (check!) in the open rectangle G = Ix Iy , which is simply connected

domain. In such rectangle any two points (x0 , y0 ) and (x, y) can be connected
with polygonal curve [(x0 , y0 ), (x, y0 )] [(x, y0 ), (x, y)], so
Z y
Z x
w() d,
v() d +
u(x, y) =
y0
x0
and general integral is

Z
Z
Z y
Z x
w() d = 0 arba
v(x) dx + w(y) dy = C.
v() d +
x0
(4.34)
y0
Example 1.35. We will find general integral and integral curves of the equations x dx +
y dy = 0. The equation is with separated variables. By integrating we
get general solution
y2
x2
+
= C or x2 + y 2 = R2 = 2C.
2
2
Integral curves will be concentric circles with center in origin and radius
R > 0 (see Fig. 1.19.) Notice, that 1-form = x dx + y dy does not
define ODE in origin (v(0) = w(0) = 0).
A rst order homogeneous linear equation of dierentials

v1 (x)w2 (y) dx + v2 (x)w1 (y) dy = 0,
(4.35)
v1 , v2 C(Ix ), w1 , w2 C(Iy ), |v1 (x)w2 (y)| + |v2 (x)w1 (y)| 6= 0, is called an

equation with separable variables. At the points (xk , yk ), where v1 (x) = 0 or
w2 (x) = 0 and v2 (y) = 0 or w1 (y) = 0, 1-form = v1 (x)w2 (y) dx+v2 (x)w1 (y) dy
1
does not dene ODE. Multiplying equation (4.33) by factor = v2 (x)w
we
2 (y)
get an equation with separated variables
v1 (x)
v2 (x)
which general integral is

Z
x0
v1 ()
v2 ()
dx +
w1 (y)
w2 (y)
d +
y
y0
dy = 0,
w1 ()
w2 ()
d = 0.
(4.36)
(4.37)
1-forms of equations (4.35) and (4.36) are dened in dierent sets. If v2 () = 0, Ix

and w2 () = 0, Iy , then 1-form, corresponding the equation (4.36), is not dened at
the points (, y), y Iy and (x, ), x Ix (see Fig. 1.20) y , x Ix , will be solutions
of equation (4.35), and x , y Iy , will be solutions of equation, except the points
v2 (x) = 0, w2 (y) = 0, respectively. These solutions are not get from general integral
(4.37). They can be singular as well.
Example 1.36. Let us consider the equation y dx + x dy = 0. Its 1-form is not closed.
1
We solve the equation by separating variables. Multiplying it by = xy
we get ODE
1
dy = x1 dx, x 6= 0 or y 6= 0.
y
32

y
by
b2
b1
ay
ax
Figure 1.19 Family of

concentric circles.
a1
a2 a3 bx
Figure 1.20
Decomposition of domain
by separating variables.

radii.
This equation with separable variables is equivalent to initial equation

in open set G1 , which is get eliminating coordinate axis from the plane,
i.e. indeed we consider four ODE (in every quarter of the plane). By
integrating we find general integral
Z
Z
1
1
dy =
dx + C1 arba ln |y| = ln |x| + C1 .
y
x
It is convenient the arbitrary constant C1 to note as ln |C|, where C 6= 0,
because ln |C| can obtain (when ln |C|) any value from R. Then we get
ln |y| = ln |Cx|, or |y| = |Cx| or y = Cx, C 6= 0. Therefore, multiplying
1
by = xy
(or dividing by 1 = xy) we lost some solutions. Consequently we must always check, if equation 1 = xy = 0 does not define
any solutions. In this example they are x = 0 and y = 0 (eliminating
the origin) (see Fig. 1.21).
Problem 1.22. Find the solutions of ODE:
a) 3x2 y dx+x3 dy = 0; b) y 2/3 dx dy = 0; c) y 2/3 dxx2/3 dy = 0;
d) yesin x dx +
4.2.3.
ln y
cos x
dy = 0, G = {(x, y) R2 : |x| < /2, y > 0};
e) 2x(1 + y 2 ) dx + 2y((1 + x2 ) dy = 0;
p
f) x 1 y 2 dx + yx 1 x2 dy = 0, |x| 6 1, |y| 6 1.
Integrating factor
If domain is simply connected, but the condition (4.29) is not satised, then we
have to nd integrating factor C(G), 6= 0, which reduces equation (4.27)
to exact dierential equation, i.e. 1-form would be exact. If C 1 (G),
then the condition of closure of this 1-form is
(v)
(w)
=
.
x
y
Therefore, integrating factor satises a rst order linear partial dierential equation
v w
.
(4.38)
w
v
=
x
y
y
x
33
[2012 01 18 (19:46)]
Firstly we can nd = ln || by solving the equation

w
v w
v
=
.
x
y
y
x
(4.39)
Example 1.37. If we have a first order homogeneous differential equation ((x, y) 6=

(0, 0))
(x + y) dx + (y x) dy = 0,
then integrating factor is the solution of partial differential equation
(y x)
(x + y)
= 2.
x
y
We can check, that = (x2 + y 2 )1 is such solution. Therefore,

yx
x+y
dx + 2
dy = 0
x2 + y 2
x + y2
is exact differential equation. Firstly we find the solution of equation
x+y
x
y
u
= 2
= 2
+ 2
x
x + y2
x + y2
x + y2
which is
y
1
+ C(y).
ln(x2 + y 2 ) arctan
2
x
Then we put it to the second equation of (4.31)
u=
u
xy
yx
= 2
+ C (y) = 2
,
y
x + y2
x + y2
and we find, that C (y) = 0, i.e. general integral is
y
1
= C.
ln(x2 + y 2 ) arctan
2
x
If we nd integrating factor , then

v(x, y) dx + w(x, y) dy =
1
du = 0,
i.e. without general integral u(x, y) = C, equation 1/(x, y) = 0 can dene

singular solutions.
p
Problem 1.23. Show, that = 1/ x2 y is integrating factor of ODE
p
( x2 y + 2x) dx dy = 0.
Find general integral and singular solutions (if they exist).
Theorem 1.7. Let us assume, that is integrating factor of 1-form = v dx +

w dy, |v| + |w| 6= 0, in domain G R2 and = du, f C(R) arbitrary
function. Then functions 1 = f (u) (and only they) are integrating factors.
34
Proof. Suciency. Let us take primitive function F C 1 (R) of function f .

Let us nd dierential of function u1 (x, y) = F (u(x, y)) C 1 (G)
du1 = F (u(x, y)) du = f (u(x, y))() = f (u(x, y)) .
Necessity. Let us assume, that 1 is another integrating factor of 1-form
and 1 = du1 . Then Jacobian

u
u
v w
v w
D(u, u1 ) x

y

= u1 u1 =
= 1
= 0.

x
D(x, y)
w
v
w
1
1
y
Consequently functions u1 and u are dependent functions, i.e. u1 = F (u),

F C 1 (G), f = F C(R). Then
1 = du1 = dF (u) = f (u) du = f (u).
Since |v| + |w| 6= 0, we get the equality 1 = f (u).
Corollary 1.3. If we know two linearly independent integrating factors 1 and

2 , then u = 12 = C is general integral.
Problem of nding of integrating factor is more complicated than problem (4.27) . This
problem has innite number of solutions depending on arbitrary function. As we already
saw, it is enough to nd one such integrating factor . Let us notice, that equation (4.38)
is linear, but it is partial dierential equation.
Example 1.38. Let us consider the equation y dx + x dy = 0.

Solving by undefined integral method. Since 1-form = y dx + x dy is
closed, we find general integral u0 := xy = C (0 = 1). Integral curves
will be hyperbolas (C 6= 0) and coordinate radii (C = 0) (see Fig. 1.25).
At the origin point ODE is not defined v(0) = 0, w(0) = 0, and it does
not define any integral curve.
Solving by separating variables. Multiplying it by 1 =
1
xy
we get ODE
1
1
dx + dy = 0, x 6= 0 or y 6= 0.
x
y
This equation with separated variables is equivalent to initial equation
in open set G1 , which is get eliminating coordinate axis from the plane,
i.e. indeed we consider four ODE (in every quarter of the plane). By
integrating we find general integral
Z
Z
1
1
dx +
dy = ln |x| + ln |y| = ln |xy| (u1 = ln |x| + ln |y|).
C1 =
x
y
It is convenient the arbitrary constant C1 to note as ln |C|, where C 6= 0,
because ln |C| can obtain (when ln |C|) any value from R. Then we get
ln |C| = ln |xy|, or |xy| = |C| or xy = C, C 6= 0. Therefore, multiplying
1
by = xy
(or dividing by 1 = xy) we lost some solutions. Consequently
we must always check, if equation 1 = xy = 0 does not define any
35
[2012 01 18 (19:46)]
solutions. In this example they are x = 0 and y = 0 (eliminating the

origin).
So we can see, that every integrating factor corresponds general integral:
1
and u1 = ln |xy|, and u1 = ln |u0 |,
0 = 1 and u0 = xy, 1 = xy
1
1 = 0 f (u0 ) = xy , in this example f (x) = x1 = ln |x|.
Method of factor nding piecewise. The essence of method: we write 1-form

as a sum = 1 + 2 and nd integrating factor of every of them 1 and 2 ,
and corresponding general integrals u1 and u2 . Then we nd arbitrary functions
f1 and f2 such as
= 1 f1 (u1 ) = 2 f2 (u2 ).
(4.40)
Example 1.39. Let us consider the equation
y(2y 2 + x) dx + x(y 2 + x) dy = 0.
We decompose 1-form into two parts:
1 = 2y 3 dx + xy 2 dy,
1 = x1 y 3 ,
u1 = yx2 ;
1 = yx dx + x2 dy,
2 = x2 y 1 ,
u2 = xy.
Then we write the equality

= x1 y 3 f1 (yx2 ) = x2 y 1 f2 (xy).
Let us introduce the variable z = xy. Then
f2 (z) = f1 (zx)x3 z 2 ,
and the right side of equality depends only on z, if f1 (t) = t3 , and
f2 (z) = (zx)3 x3 z 2 = z 5 . Integrating factor to initial equation is
= x7 y 6 .
Problem 1.24. Find general integral of the equation y(2y 2 + x) dx + x(y 2 + x) dy = 0.
4.2.4.
-process and -process
Let us assume, that we have an isolated singular point of ODE (x0 , y0 ), where
v(x0 , y0 ) = w(x0 , y0 ) = 0. Without loss of generality we assume that such
singular point is in the origin. It is well known two methods how to consider
ODE in the neighborhood of that point: 1) -process; 2) -process, which
correspond the changing of Descartes11 coordinates (x, y) R 2 := R2 r {(0, 0)}
to homogenous coordinates or polar coordinates.
-process is substitution of variables in domain R 2 :
(x, y) (t, z),
(x, y) (t1 , z1 ),
z1 =
t = x, z =
x
, t1 = y
y
y
x
(x = t, y = zt), when x 6= 0;
(4.41)
(x = z1 t1 , y = t1 ), when y 6= 0.
(4.42)
36
y=zx
t
a
-
1
x s
~ -1
-1
a
8
-2
-2
a
-2
-1
- 0 1
Figure 1.22 -process and Mobius leaf.
s-1
z
-1
-2
- t
-1
-2
-2
-
-1
-2
-1
-1
-2
-2
-1
s
2
-
0
z~
s-1
y
2
Figure 1.23 Integral curves (family of parabolas y = Cx2 ) is get using

-process. Corresponding integral curves is numerated with the same number
(C), C = corresponds the line x = 0, C = corresponds the origin.
2 we have innite Mobius 12 leaf (see Fig. 1.22),

We can assume, that instead of R
and the curve t = 0 in it corresponds projective line RPz1 , which is the circle
S1.
Problem 1.25. Find images of -process of curves:
a) x = a; b) y = cx; c) y = b;
d) x2 + y 2 = R2 ; e) y = ax2 ; f) x2 = y 3 .
Let us assume, that v and w are homogeneous functions of the same measurement, i.e. v(x, y) = m v(x, y), w(x, y) = m w(x, y). Let us notice,
that v(0, 0) = w(0, 0) = 0. Using -process, we get ( dx = dt, dy = z dt + t dz)
ODE with separable variables:
11 Ren

tm v(1, z) + w(1, z)z dt + tm+1 dz = 0.
Descartes (1596-1650) French mathematician.

Ferdinand Mbius (1790-1868) German mathematician.
12 August
37
[2012 01 18 (19:46)]
We nd integrating factor
=
1
tm+1 (v(1,z)+w(1,z)z)
1
tv(t,zt)+w(t,zt)zt
or (return to the initial variables)

=
1
.
xv(x, y) + yw(x, y)
(4.43)
Problem 1.26. Is it possible to solve the equation y dx + x dy = 0 using this method?

Problem 1.27. Find integrating factor to the equation (x + y) dx + (y x) dy = 0 (see
E.g. 1.37).
Example 1.40. We apply -process to find integral curves of ODE 2y dx + x dy = 0.
From (4.41) follows that
dx = dt,
dy = z dt + z dt.
We get ODE (variables t and z) tz dt + t2 dz = 0. Once again we apply

-process (t = t, z = zt): t3 d
z = 0. We find the solutions z = C of this
ODE. We return to initial variables (see E.g. 1.23):
z
y
z = C
= C z = Ct
= Cx y = Cx2 .
t
x
We notice, that if we want to find integral curves x = 0, y > 0 and
x = 0, y < 0, we should apply formulae (4.42), because standart process takes these curves to infinity.
Problem 1.28. Integrate the following equations:
a) (x y) dx + x dy = 0;
b) (xy y) dx + x dy = 0;
c) (y 2 2xy) dx + x2 dy = 0; d) y 2 dx + (x2 xy) dy = 0;

f) (y + xy) dx x dy = 0;
e) xy y = x tan xy ;
g) y dx x dy = 0, x > 0, y > 0 (by separating variables and by

-process).
-process. In the domain of Descartes coordinates R2x,y r {y = 0, x < 0} the

substitution to polar coordinates in the domain r > 0 and (; ) is dened
by formulae:
(x, y) (r, ),
x = r cos , y = r sin .
(4.44)
We notice, that in the domain R2x,y r {y = 0, x > 0} the substitution to polar coordinates in the domain r > 0 and (; ) is dened by the same
formulae. Consequently usually it is assumed, that the substitution of coordi 2 (locally we always choose one of the variants ((0; 2) or
nates is done in R
2 we have semi-innite cylinder
(; )). We can assume, that instead of R
(see Fig. 1.24). Otherwise, it is convenient to parameterise integral curves by
parameter R and let integral curves "to roll" itself round the cylinder.
We write the relations of dierentials:
dx = cos dr r sin d,
dy = sin dr + r cos d.
(4.45)
38
p/2
3p/4
p/4
p
a
-p
r
0
x p
-p/4
-3p/4
b= -p
-p/2
-3p/4
-p/2 -p/4
p/4 p/2 3p/4
b=p
Figure 1.24 Polar coordinates, -process and semi-innite cylinder.
p-1
x

hyperbolas and their
asymptotes.
j
-p
3p
Figure 1.26 Family of spirals and their images

(exponential curves) are get using -process on
development of a cylinder.
Example 1.41. Let us apply -process to find integral curves of ODE y dx x dy = 0.

Using (4.45), we get ODE
r sin (cos dr r sin d) r cos (sin dr + r cos d) = 0
or r 2 d = 0. Therefore, = C and x = r cos C, y = r sin C, i.e.
y/x = C1 .
Example 1.42. E.g. 1.37 (see also problem 1.27) we considered ODE (x + y) dx + (y
x) dy = 0. Let us find its integral curves, using -process. Using (4.45),
we get ODE r drr 2 d = 0, where we can separate the variables (r 6= 0):
dr
d = 0. We integrate and find the solutions ln r = ln C ( or
r
r = Ce , C > 0, why?). We plot integral curves in coordinates (, r)
and move them (see Fig.) to Descartes coordinates system, where the
y
p
formula of solution would be x2 + y 2 earctan x = C.
Problem 1.29. Find the solutions and integral curves of ODE, using -process method:
a) x dx + y dy = 0;
b) (2x y) dx + (2x + y) dy = 0.
39
[2012 01 18 (19:46)]
Table 1.1 Conditions of existence of integrating factors (z(x, y)).

z(x, y)
x
x+y
x2 + y 2
xy
4.2.5.
z(x, y)
v w
y
x
v w
y
x
= (x + y)
wv
v w
y
x
2xw2yv
= (x)
= (x2 + y 2 )
v w
y
x
ywxv
= (xy)
y
xy
x2 y 2
x
y
v w
y
x
v w
y
x
= (x y)
w+v
v w
y
x
2xw+2yv
= (y)
= (x2 y 2 )
v w
y
x
yw
v
2
x2
x
y
= ( x
)
Integrating factor as a composite function
We will nd integrating factor, which has form = e , = (z(x, y)), z(x, y)

C 1 (G) is known function, and = (z) C 1 (R). Putting the expression of
into (4.39), we get the equation
z
w v
z
d +
dz = 0.
w
v
x
y
x
y
If
v
w
y x
z
z
v y
w x
= (z),
(4.46)
(4.47)
R
C(R), then 1-form d (z) dz is exact and = (z) dz. Relation (4.47)
is necessary and sucient condition of existence of integrating factor, depending
on function z = z(x, y), to equation v dx + w dy = 0. For some functions these
conditions are presented in table 1.1.
Problem 1.30. Find integrating factor as a composite function to the equation (x +
y) dx + (y x) dy = 0 (see E.g. 1.37 and E.g. 1.27).
Problem 1.31. Check, if integrating factor depends on function z. Find the factor (if
it exists) and integrate ODE:
a) (xy x2 ) dx + (y 2 3xy 2x2 ) dy = 0, z = x;
b) y(1 + xy) dx x dy = 0, z = y;
c) (y 4 2x3 y) dx + (x4 2xy 3 ) dy = 0, z = x + y;
d) (y 4 2x3 y) dx + (x4 2xy 3 ) dy = 0, z = xy;

e) (xy 1) dx + x2 dy = 0, z = x;
f) (xy 1) dx + x2 dy = 0, z = xy;
g) y(x 3y 2 ) dx + (6xy 2 + x2 ) dy = 0, z = x2 y.
40

Problem 1.32. Find the conditions, when integrating factor is = (z(x, y)):
b) z = xy 2 ;
a) z = ax + by;
c) z = y x2 ;
c) z = x2 y;
d) z = y 2 x;
e) z = x2 y;
f) z = x + xy + y .
The method of nding integrating factor is not universal, because in general

case we have no any assumptions how to nd z(x, y).
4.3.
First order linear differential equations
Definition 1.14 [Linear ODE]. We call rst order ODE

dy
dx
= f (x)y + g(x),
f, g C(I),
x I R,
(4.48)
a linear dierential equation (LDE).

The equation is linear with respect to y and y .
We use "LDE" as an abbreviation for both: "linear dierential equation" and
"linear dierential equations".
dy
We can reduce some ODE to linear equations, if they are inverted. The equation dx
=
dx
1
2
3
is
not
linear,
but
inverted
equation
=
y
x
+
y
is
LDE
with
respect
to
x.
3
2
dy
y y x
If we have such form of ODE
(a(x) + b(x)y) dx + c(x) dy = 0,
c(y) dx + (a(y) + b(y)x) dy = 0,
then we can reduce these equations to LDE.
If g(x) 0, when x I, then LDE (4.48) is called homogeneous, and in

general case non-homogeneous LDE (usually LDE is called non-gomogeneius,
when g(x) 6 0).
Let us assume, that (t; ) is a solution of ODE x = v(t, x; ), depending on parameter ,
and 0 = (t; 0). LDE
y = f (t)y + g(t),
f (t) :=
v
(t, 0 (t); 0),
x
g(t) :=
v
(t, 0 (t); 0),
(4.49)
is called variational equation. Then function :=

(t; 0) is a solution of variational
equation. Indeed let us write the condition, when is a solution:

(t; )
v(t, (t; ), ).
t
When = 0, then this identity gives us 0 v(t, 0 (t), 0). Let us expand both sides of
the identity using Taylors formula with respect to , when = 0:
(t; )
+ o() = v(t, 0 (t), 0) +
+ o(),
= 0 +
t
v(t, (t; ), ) = v(t, 0 (t), 0) + (f (t) + g(t)) + o(),
0. Comparing these two expansions, we obtain
= f (t) + g(t).
41
[2012 01 18 (19:46)]
dy
= g(x, y) is a circle (x x0 )2 +
Let us assume, that in the plane integral curve of ODE dx
2
2
(y y0 ) = R . We can take (x0 , y0 ) = (0, 0) and R = 1. Using (??) relations, show that
in polar coordinate the equation is written is such form
cos + v(r cos , r sin ) sin

dr
= w(, r) := r
,
d
v(r cos , r sin ) cos sin
w( + 2, r) = w(, r),
(4.50)
andw(, 1) = 0. We can change the variable r = + 1 and write Taylors expansion of

the right side of ODE with respect to , when = 0:
w
d
= w(, 1) +
(, 1) + o() = f () + o(), 0.
d
r
If we remain the linear part in the expression of the right side, then we have a rst order
homogeneous LDE with the periodic coecient f ( + 2) = f () := w
(, 1).
r
4.3.1.
Homogeneous linear differential equation
Let us consider LDE

dy
dx
= f (x)y,
f C(I),
x I R.
(4.51)
Theorem 1.8. The formula of solution of homogeneous LDE (4.51) with initial
conditions (x0 , y0 ) is
R
y = y0 e
x
x0
f () d
(4.52)
The solution is extended to all interval I.

Proof. Homogeneous LDE is ODE with separable variables. It is obvious, that
y 0 is a solution of homogeneous equation. Let us nd a non-zero solution:
Z y
Z x
d
1
dy
f () d
= f (x)y
dy = f (x) dx
=
dx
y
y0
x0
Z x
Rx
f () d
f () d y = y0 e x0
log |y| log |y0 | =
.
x0
If we take y0 = 0, the we obtain a zero solution.
Zero (trivial) solution is a particular solution, because exponent is always positive. Every
non-trivial solution does not change the sign, because y(x)/y(x0 ) > 0.
All solutions of homogeneous LDE (4.51) are obtained from general solution
y = C(x),
(x) = K(x, x0 ) := e
Rx
x0
f (x) dx
(4.53)
Function K(x, x0 ) is called Cauchy function. Let us notice, that Cauchy function
coincides with Cauchy problem initial condition y(x0 ) = 1 and it is not the
unique (it depends on parameter x0 ). Cauchy functions satisfy K(x, x) = 1
x I.
Corollary 1.4. The set of solutions of homogeneous LDE (4.51) is one-dimension.
42

y
Mb
l>1
x
0
3T
2T
3T
2T
3T
l<1
2T
Mb
0
b
0
Figure 1.27 Integral

curves of homogeneous
LDE.
Mb
2T
l=1
3T
Figure 1.28
Monodromy operator.
Figure 1.29 Stability of

zero solution.
If we want to plot integral curves of homogeneous LDE, it is enough to plot

one non-zero integral curve. All other integral curves are obtained from already
plotted one (see Fig. 1.27).
Example 1.43. Let us solve Cauchy problem
dy
2x
=
y,
dx
1 + x2
y(0) = 1.
(4.54)
We are looking for non-trivial solutions by separating variables

Z y
Z x
dy
2x dx
d
2 d
=
=
ln y = ln(1 + x2 ).
2
y
1 + x2
1
0 1+
Then the solution is y = (x) = 1 + x2 . Consequently general solution
is y = C(1 + x2 ) (plot integral curves). Formula of integral curve, pass2
ing through the point (x0 , y0 ), is y = y0 1+x
and Cauchy function is
1+x2
K(x, x0 ) =
1+x2
.
1+x2
0
Example 1.44. Let us solve Cauchy problem y +tan x y = 0, x (/2; /2), y(0) =
2. We separate variables and by integrating we find non-zero solutions
(C 6= 0):
1
sin x
dy =
dx
y
cos x
log |y| = log |C|+log | cos x|
y = C cos x.
From equality 2 = y(0) = C cos 0 = C we find the constant C = 2. The

solution is y = 2 cos x.
4.3.2.
Homogeneous linear differential equation with periodic coefficient
Let us consider LDE

dy
dx
= f (x)y,
f C(I),
f (x + T ) = f (x),
x R.
(4.55)
43
[2012 01 18 (19:46)]
Let us assume, that (x) is a solution of LDE (4.55). Let us dene monodromy
operator (see Fig. 1.28):
M : R R,
M : (0) 7 (T ).
Lemma 1.8. Monodromy

operator is linear and it is multiplication operator by
RT
f () d
0
positive number := e
, which is called multiplier.
Proof.
It obviously follows from formula (4.54).
Example 1.45. Let us consider LDE

dy
= y(cos x + ).
(4.56)
dx
R 2
We find the multiplier ln = 0 (cos + ) d = 2. Zero solution is
stable, if < 0, and non-stable, if > 0, and periodic, if = 0.
Problem 1.33. Find general solution of LDE from example 1.45.
If multiplier > 1, then all non-zero solutions tend to innity, when x

+; if < 1 to zero, if = 1, then all solutions are bounded. In the rst
case we call zero solution a stable one, in the second case non-stable, in the
third case periodic (see Fig. 1.29).
If 6= 1, then the property of stability or non-stability remains valid to non-linear problem.
If multiplier = 1, then we cant state anything.
Problem 1.34. Analyse the stability of zero solution of LDE

1) cos x 1) and linearized LDE.
dy
dx
= y(y + 2)(2(y +
Problem 1.35. Solve the following homogeneous LDE:

a) y cos x y = 0; b) y +
d) y +
1
y
1+x2
2x
y
1+x2
= 0; c) y + 2xy = 0, y(1) = e;
e) y + x1 y 2 = 0;
= 0;
f) cos y y + x sin y = 0, (z = sin y);
h) xy + y = 0;
4.3.3.
j) xy + y = 0.
g) y y cos x = 0, y() = 5;
Non-homogeneous linear differential equation
Problem 1.36. Show, that general solution of non-homogeneous LDE is obtained as a

sum of general solution of homogeneous LDE and particular solution of
non-homogeneous LDE.
Problem 1.37. Find general solution of LDE y + 2xy = 2x4 + 3x2 , if we know that
particular solution of non-homogeneous LDE is ya = x3 .
Problem 1.38. Show, that solution of homogeneous LDE is obtained taking the difference between two different solutions of non-homogeneous LDE.
44
Problem 1.39. Find general solution of LDE y tanh x y = 1/ cosh x, if we know

that two particular solutions of non-homogeneous LDE are y1 = ex and
y2 = ex .
Problem 1.40 [Superposition principle]. Show, that if y1 is solution of non-homogeneous
LDE with g = g1 , y2 is solution of non-homogeneous LDE with g = g2 ,
then y1 + y2 is solution of LDE with g = g1 + g2 .
Problem 1.41. Using superposition principle, find general solution of LDE y xy =
1 x2 + (1 x)ex .
There are several methods how to nd solutions of non-homogeneous LDE.

All of them use Cauchy function of homogeneous LDE (see (4.53)).
Method of integrating factor. Method is called Euler method. Let us write
non-homogeneous equation in such form
(f (x)y + g(x)) dx dy = 0.
In this case v(x, y) = f (x)y + g(x), w(x, y) = 1,
v
y
w
x
v
y
(4.57)
w
x = f (x), consequently
= f (x),
and we nd (using necessary and sucient condition of factor depending only

on x)
R
1
.
= e f (x) dx or we can take = 1 = K(x,x
0)
Since = f (x), equation (4.57), multiplied by
1
,
is equivalent to equation
dy
g(x)
y
g(x)
dx
y
+
= 0 or d =
dx.
2
By integrating we get
y = (C +
g(x)
dx).
(4.58)
Variation of constants method. Method is called Lagranges13 method.

General solution of homogeneous LDE is written as y = C(x), where C
arbitrary constant, and (x) non-zero solution of homogeneous LDE. We look
for solution of non-homogeneous LDE in such form y = c(x)(x). We put this
expression to non-homogeneous LDE. Then
(c) f c = c + c( f ) = g.
But (x) is solution of homogeneous LDE, consequently f = 0. Integrating
g
dc
dx = , we nd
Z x
g()
c(x) =
d.
(4.59)
()
x0
Therefore, the theorem is true.
13 Joseph
Louis Lagrange (1736-1813) French mathematician, mechanic.
45
[2012 01 18 (19:46)]
Theorem 1.9 [Solution of non-homogeneous LDE]. Solution of non-homogeneous

LDE (4.48) with initial conditions y(x0 ) = 0 exists, is unique and is written in
such form:
R x Rx
Rx
ya = x0 e f () d g() d = x0 K(x, )g() d.
(4.60)
Proof.
We put expressions of functions c and and get

Z x
R
Rx
f () d
f () d
g()e x0
d e x0
.
ya = c(x)(x) =
x0
Corollary 1.5. Formula of general solution of non-homogeneous LDE (4.48)

with initial condition y(x0 ) = y0 is:
Rx
Rx
f () d
.
(4.61)
y = K(x, x0 )y0 + x0 K(x, )g() d, K(x, x0 ) = e x0
In theory of LDE is used (delayed) Green function:
(
K(x, ) if , x > ;
G(x, ) :=
0
if , x < .
(4.62)
Corollary 1.6. Formula of general solution of non-homogeneous LDE (4.48)

with initial condition y(0) = 0 is:
Rx
(4.63)
y = 0 G(x, )g() d, x > 0.
Problem 1.42. Find solutions of non-homogeneous LDE :
a) y cos x y = esin x ; b) y + 2y = cos x; c) y + y = (x + 1)2 ;
d) y =
1
;
x cos y+sin y
e) y cos x y = esin x , y(0) = 1;
f) y + x3 y = 4x3 , y(0) = 1;
4.3.4.
g) y 3y = e3x , y(0) = 2.
Bernoulli equation
Some of ODE can be reduced to LDE. Bernoulli14 equation

dy
dx
f (x)y = g(x)y ,
x I, y > 0,
f, g C(I)
(4.64)
takes an important place in history of mathematics. The rst, who solved this
equation, was Leibniz. When = 0 or = 1, then Bernoulli equation is LDE.
We will solve this equation in other cases, when it is non-linear. The left side of
Bernoulli equation is linear, so let us try to solve it using variation of constants
method, substituting varied general solution of homogeneous LDE y = c(x)(x):
(c) f c = c + c( f ) = gc .
We obtain ODE with separable variables for varied constant
dc
= c g(x)1 (x).
dx
14 Jakob
Bernoulli (1654-1705) Swiss mathematician.
46
When > 0 then this ODE has trivial solution c 0. In other cases there is
no zero solution. We nd non-zero solutions
Z
Z
dc
dc
1
=
c
g(x)
(x)
dx
=
g(x)1 (x) dx + C
c
c
Z
c1
= g(x)1 (x) dx + C.
(4.65)
1
We write general solution of Bernoulli equation ( 6= 0, 6= 1):
R
1
1
.
y = ( g(x)1 (x) dx + C)(1 )
(4.66)
R
When (0; 1), then integral 0 cdc
converges, so c 0 (and it corresponding
y 0) is a singular Rsolution, which is reached by other solutions. When
(1; ), then integral 0 cdc
diverges, so c 0 is not a singular solution, and other
solutions tend to it asymptotically, and we can get solution c 0 from general
solution, when C = . When (; 0), then we can get all solutions of
Bernoulli equation from general solution, when C R.
Problem 1.43. Solve ODE and plot integral curves:
a) y + x1 y =
1
;
y
b) y 32 y = 23 xy 3 ; c) y x2 y =
2 y
.
x
Problem 1.44. In the first quarter find curves, having such property: segment, which is
intercepted by tangent line of curve in ordinates axis, is equal to square
of ordinate of point of tangency.
Problem 1.45 [Riccati equation].
Equation
dy
dx
+ f (x)y = g(x)y 2 + h(x),
x I Rx ,
f, g, h C(I)
is called Riccati15 equation. Liouville proved, that in general case Riccati

equation is not integrable by quadratures. Let as assume, that we know
the solution of Riccati equation: y = . Prove, that using substitution
y(x) = z(x)+(x), we can reduce Riccati equation to Bernoulli equation,
i.e. we can integrate it by quadratures.
15 Jacopo
Francesco Riccati (1676-1754) Italian mathematician.
Chapter 2
Linear dierential equations
In this chapter we will study n-th order linear dierential equations. The solvability of
these equations are related with the nding of fundamental system. Also we will study
linear dierential equation with constant coecients as a separate case.
As in other mathematical spheres, linear objects are investigated very well in

the theory of dierential equations. Linear dierential equations (and not only
dierential equations) are particularly important in the theory of ODE and in all
mathematical analysis, because the main idea of mathematical analysis states
that every smooth function in neighborhood of every point is well approximated
by a linear function. Linearization allows us linear equations study as the rst
approximation to complicated non-linear equations.
1.
Linear n-th order dierential equation
Definition 2.1 [Linear ODE]. Dierential equation

z (n) + a1 (x)z (n1) + + an1 (x)z + an (x)z = f (x),
(1.1)
is called a linear n-th order dierential equation, where f, ai C(I), i = 1, . . . , n

known continuous (real or complex) functions.
Conditions f, ai C(I), i = 1, . . . , n guarantee, that there exists the unique solution of
Cauchy problem (the theorem of existence and uniqueness of solution).
If we are looking for the solutions among complex functions, then instead of one complex
function z(x) = Re z(x) + Im z(x) we can look for two real functions u = Re z(x) and
v = Im z(x), which are the solution of system
u(n) + Re a1 (x)u(n1) Im a1 (x)v(n1) + + Re an (x)u Im an (x)v = Re f (x),
v(n) + Im a1 (x)u(n1) + Re a1 (x)v(n1) + + Im an (x)u + Re an (x)v = Im f (x).
Simpler case is when coecients of equation (1.1) are real functions. Then the previous
system has the form
u(n) + a1 (x)u(n1) + + an (x)u = Re f (x),
v(n) + a1 (x)v(n1) + + an (x)v = Im f (x).
(1.2)
The unique pair of solutions exists for these systems as well. In this chapter ODE and
its solutions can be real and complex functions. Scalars can be from eld K = R or from
eld K = C as well.
47
1. Linear n-th order differential equation
48
If f 0, then equation (1.1) is called homogeneous, otherwise nonhomogeneous. For every (non-homogeneous) linear dierential equation (1.1)
we can write the homogeneous one.
1.1.
Linear differential operator
Mapping A : L1 L2 , where L1 , L2 linear spaces, is called a linear operator, if

A(z1 + z2 ) = Az1 + Az2 ,
, K,
Definition 2.2 [Differential operator].

ned by formula
z1 , z2 L1 .
Mapping Ln : C n (I) C(I), de-
Ln [z] := z (n) + a1 z (n1) + + an1 z + an z,
(1.3)
is called an n-th order dierential operator.

Problem 2.1. Prove that C n (I) is a linear space for all n = 0, 1, . . . .
Lemma 2.1 [Linear differential operator]. Dierential operaor Ln is linear.

Proof follows from the linear properties of derivative
Ln [z1 + z2 ] =(z1 + z2 )(n) + a1 (z1 + z2 )(n1) + + an (z1 + z2 )

(n1)
(n)
+ + an z 1
= z1 + a1 z1

(n)
(n1)
+ z 2 + a1 z 2
+ + an z 2
=Ln [z1 ] + Ln [z2 ].
Therefore, dierential operator Ln , dened by formula (2.2), is linear operator, which is mapping linear space C n (I) in linear space C(I). Then linear
dierential equation (1.1) can be written as a linear equation
Ln [z] = f.
(1.4)
Linear operator A : L1 L2 denes an equation

Az = f.
(1.5)
Proposition 2.1. Solutions of homogeneous equation Az = 0 compose the linear manifold in the space L1 . This linear manifold coincides with the kernel ker A := {z
L1 : Az = 0} of the linear operator A (see Fig. 2.1) . In other words, the linear combination of two solutions of linear homogeneous equation is the solution of linear homogeneous
equation. In special case, y = 0 always is a solution.
Proof.
From Az1 = 0, Az2 = 0 A(z1 + z2 ) = Az1 + Az2 = 0 + 0 = 0.
Proposition 2.2. The set of values of linear operator Im A := {f L2 : z L1 , Az =

f } is linear manifold in the space L2 .
49
Chapter 2. Linear dierential equations
[2012 01 18 (19:46)]
Figure 2.1 Space of solutions of linear equation.
Proof. If Az1 = f1 Im A and Az2 = f2 Im A, then f1 + f2 = Az1 + Az2 =

A(z1 + z2 ) Im A.
Corollary 2.1. If f Im A, then solutions of non-homogeneous linear equation Az = f

in the space L1 compose affinity manifold za + ker A, which is parallel to ker A (see
Fig. 2.1), where za is a particular solution of non-homogeneous linear equation, i.e.
Aza = f . In other words, the difference of two solutions of non-homogeneous linear
equation is the solution of homogeneous linear equation.
Proof. From Az = f , Aza = f A(z za ) = Az Aza = f f = 0. Otherwise, if
z ker A, then A(za + z) = Aza + Az = f + 0 = f .
Corollary 2.2 [Superposition principle]. If z1 is the solution of non-homogeneous

linear equation Az = f1 , z2 is the solution of non-homogeneous linear equation Az = f2 ,
then z = z1 + z2 is the solution of linear equation Az = f1 + f2 .
Proof.
From Az1 = f1 , Az2 = f2 A(z1 + z2 ) = Az1 + Az2 = f1 + f2 .
Problem 2.2. Formulate statements 2.1 and 2.2 and their corollaries to solutions of
n-th order linear differential equation.
Example 2.1. Let us take the first order homogeneous linear differential equation z
z = 0. Its general solution is z = Cex , C R. If z1 = C1 ex and
z2 = C2 ex , then z1 + z2 = (C1 + C2 )ex is also the solution of this
linear differential equation. The space of solutions is one-dimensional,
because it is enough to find one non-zero solution = ex and then all
other solutions are z = C (see Fig. 2.2).
Example 2.2. Let us take the first order non-homogeneous linear differential equation
z z = x. The particular solution of this equation is za = x +
1. General solution of homogeneous linear differential equation is z =
Cex . Therefore, general solution of non-homogeneous linear differential
equation is z = Cex + x + 1 (see Fig. 2.3).
z z = 2ex . The particular solution of this equation is za = ex .
Therefore, general solution of non-homogeneous linear differential equation is z = Cex + ex .
Figure 2.2 Integral curves Figure 2.3 Integral curves

of homogeneous linear
of non-homogeneous linear
dierential equation.
dierential equation.
50
Figure 2.4 Linear

dependence of functions.
z z = x + ex . Since x + ex = 1 (x) + (1/2) (2ex ),
then from superposition principle follows that particular solution of nonhomogeneous linear differential equation is za = 1(x+1)+(1/2)(ex ).
Then general solution of non-homogeneous linear differential equation is
z = Cex + x + 1 ex /2.
1.2.
Linear dependence and independence of functions
Elements (vectors) v1 , . . . , vn from linear space L are linearly independent, if the equality
1 v1 + + n vn = 0
(1.6)
is true if and only if 1 = = n = 0. Otherwise we have that elements (vectors) are

linearly dependent . If elements are linearly dependent, then i : i 6= 0. Let us assume,
that i = n. Then function zn is a linear combination of other functions z1 , . . . , zn1 .
Let study linear spaces, which elements are functions. Functions f1 , . . . , fn

are linearly independent, if the identity
1 f1 (x) + + n fn (x) 0
(1.7)
is true if and only if 1 = = n = 0. Otherwise we have that functions are

linearly dependent .
Example 2.5 [Linear dependence of functions].
graphs of functions
F (x) = (x2 + x|x|)/2,
In Fig. 2.4 there are presented the
G(x) = (x2 x|x|)/2,
H(x) = (x2 x|x|)/2.
Functions F and G are linearly independent (why?), while functions F

and H are linearly dependent.
Problem 2.3. Check, if the functions f1 , f2 , f3 are linearly dependent:
a) f1 (x) = 1, f2 (x) = x, f3 (x) = x2 ;
b) f1 (x) = 1, f2 (x) = x2 1, f3 (x) = x2 + 1.
51
[2012 01 18 (19:46)]
Definition 2.3 [Wronski determinant]. Function W [z1 , . . . , zn ] C(I):

z1 (x)

z1 (x)
W (x) = W [z1 , . . . , zn ](x) :=
...
(n1)
z
(x)
1
z2 (x)
z2 (x)
...
(n1)
(x)
z2
...
zn (x)
...
zn (x)
...
...
(n1)
. . . zn
(x)
is called a Wronski1 determinant of functions z1 , . . . , zn C n1 (I).

(1.8)

Wronski determinant is called the Wronskian. .

Example 2.6 [Wronski determinant]. Wronski determinant of functions 1, x, x2 is:

1 x x2

W (x) := 0 1 2x = 2.
0 0 2
Wronski determinant of functions 1, x2 1, x2 + 1 is:

1 x2 1 x2 + 1

2x
2x = 0.
W (x) := 0

0
2
2
Theorem 2.1 [Wronski determinant of linearly dependent functions].

Wronski determinant of linearly dependent functions is identically equal to zero.
Proof. Functions z1 , . . . , zn are linearly dependent. Then one of them can
be expressed by the rest functions: zn = 1 z1 + + n1 zn1 . Analogous
(i)
(i)
(i)
property is true to all its derivatives: zn (x) = 1 z1 (x) + + n1 zn1 (x),
i = 0, . . . , n 1, i.e. at all the points x the last column of Wronski determinant
is linearly dependent on the previous ones. Therefore, this determinant is equal
to zero at all the points x I .
If Wronski determinant is equal (identically) to zero, then functions are dependent not
necessarily. (see E.g. 2.5).
Problem 2.4. Find Wronski determinants W [F, G], W [F, H], W [G, H] of functions
from example 2.5.
1.3.
Linear homogeneous differetial equation
We investigate linear dependence of solutions of linear homogeneous ODE.

Theorem 2.2 [Wronski determinant of solutions of LDE]. Wronski determinant of system of solutions z1 , . . . , zn C n (I) to linearly independent n-th
order homogeneous LDE is not equal to zero at any point.
1 Jsef Maria Ho
enWroski (1778-1853) Polish philosopher, mathematician, physicist,
inventor, lawyer, and economist.
52
Proof. The theorem is proved by contradiction method. If W (x0 ) = 0, then

homogeneous linear system of equations
z1 (x0 )
z2 (x0 )
z1 (x0 )
z2 (x0 )
...
...
(n1)
(n1)
(x0 )
(x0 ) z2
z1
...
zn (x0 )
C1
C2
...
zn (x0 )
...
...
...
(n1)
Cn
. . . zn
(x0 )
0
0
=
...
0
has non-zero solution C10 , . . . , Cn0 . Then function

z = C10 z1 (x) + + Cn0 zn (x)
is the solution of homogeneous LDE. This solution satises zero initial conditions
at the point x0 (the right side of system of linear equations is zero vector). Then
from the theorem of existence and uniqueness of solution to ODE follows that
z 0, i.e. C10 z1 + + Cn0 zn = 0 with non-zero set C10 , . . . , Cn0 . Therefore,
solutions z1 , . . . , zn are linearly dependent. But this contradicts to assumption
of theorem.
Corollary 2.3 [Necessary and sufficient condition of linear independence of solutions of homogeneous LDE ]. Solutions of LDE are linearly
independent if and only if their Wronski determinant are not equal to zero at
any point.
Definition 2.4. System z1 , . . . , zn , which is constructed of linearly independent
solutions of homogeneous LDE, is called a fundamental system of solutions.
We can get this system by solving Cauchy problem with initial conditions:
z1 (x0 ) = 1,
z1 (x0 ) = 0,
z2 (x0 ) = 0,
...
z2 (x0 )
zn (x0 ) = 0,
zn (x0 )
= 1,
...
= 0,
(n1)
...,
z1
...,
...
(n1)
z2
(x0 )
(x0 ) = 0;
...,
zn(n1) (x0 ) = 1.
= 0;
...
Wronski determinant of this system of solutions is equal to 1 at the point x0 .

Therefore, fundamental system of solutions always exists.
Theorem 2.3 [Fundamental system and general solution of homogeneous LDE]. Every homogeneous LDE has the fundamental system z1 , . . . , zn
and the form of general solution is
z=
n
X
i=1
Ci zi .
(1.9)
53
[2012 01 18 (19:46)]
Proof. We already proved the existence of fundamental system . From lemma

2.1 (about solutions of LDE) follows, that formula (1.9) denes solutions of
homogeneous LDE. We nd values of arbitrary constants from the linear system
z1 (x0 )
z2 (x0 )
z1 (x0 )
z2 (x0 )
...
...
(n1)
(n1)
(x0 ) z2
(x0 )
z1
...
zn (x0 )
C1
C2
...
zn (x0 )
...
...
...
(n1)
Cn
. . . zn
(x0 )
z(x0 )
z (x0 )
.
=

...
z (n1) (x0 )
The determinant of this system coincides with Wronski determinant of fundamental system at the initial point x0 . Since it is not equal to zero, we uniquely
nd arbitrary constants. Therefore, formula (1.9) denes a general solution.
Corollary 2.4. Solutions of homogeneous n-th order LDE z1 , . . . , zn , zn+1 are

always linearly dependent.
Corollary 2.5. Solutions of homogeneous n-th order LDE compose a linear n
dimension space, while the fundamental system of solutions is a basis of mentioned space. This space is a linear manifold in the linear space C n (I).
If we have the system of independent functions z1 , . . . , zn C n (I), then we
can nd homogeneous n-th order LDE such that mentioned system is fundamental:

z(x)
z1 (x) . . . zn (x)

z (x)
z1 (x) . . . zn (x)

...
...
...
. . . = 0.

(n)
(n)
z (n) (x) z (x) . . . zn (x)
1
Expanding this determinant by the rst column we could get LDE.
Example 2.7. Homogenous LDE corresponds the system of independent functions 1, x, x2

0 =

z
z
z
z
1
0
0
0
x
1
0
0
x2
2x
2
0

z = 0.

Problem 2.5. Check, if solutions of ODE compose a fundamental system of solutions:

a) z z = 0, z1 = ex , z2 = ex ;
b) z +4z = 0, z1 = cos(2x), z2 = sin(2x).
Problem 2.6. Write the ODE, which has such fundamental system of solutions:
a) 1, ex ;
b) sin x, cos x;
c) x, x2 .

1.3.1.
54
Liouvilles formula
Let assume, that functions z1 , . . . , zn are solutions of homogeneous LDE. We

will nd the derivative of Wronskian of these functions:

z1
...
zn

z1

.
.
.
z
n

z1
...
zn

z
.
.
.
z
d
n
z1
...
zn + . . .
W [z1 , . . . , zn ] = . .1.
...
. . . =
dx
...
...
. . .
z (n1) . . . zn(n1) (n1)
(n1)
1
z
. . . zn
1

z1
...
zn
...
zn z1

z1
z1
...
zn
...
zn

.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
+
+

z (n1) . . . zn(n1) z (n2) . . . zn(n2)

1
1
(n)

z (n1) . . . z (n1) z (n)
.
.
.
z
n
n
1
1
The rst n 1 determinants have two equal rows, i.e. all of them are equal to
zero. Therefore, the derivative of Wronskian is equal to the last determinant.
Functions z1 , . . . , zn are the solutions of homogeneous LDE and the elements of
the last row of this determinant are equal to
(n)
zi
(n1)
= a1 (x)zi
(n2)
a2 (x)zi
an (x)zi ,
i = 1, . . . , n.
Therefore,

z1
...
zn

z1
...
zn

...
...
W [z1 , . . . , zn ](x) = a1 (x) . . .

z (n2) . . . zn(n2)

1
z (n1) . . . z (n1)
n
1

z1
z1
...
zn

z1

z1
...
zn

...
. . . an (x) . . .
a2 (x) . . .
(n2)

z
z (n2) . . . zn(n2)
1

1
z1
z (n2) . . . z (n2)
n
1
...
zn
...
zn
...
...
(n2)
. . . zn
...
zn
The last n 1 determinants have two equal rows, i.e. all of them are equal to
zero, while the rst one coincides with Wronskian. So we got that Wronskian
is a solution of ODE
W = a1 (x)W.
(1.10)

Rx
Since function (x) = exp x0 a1 () d is a non-zero solution of this equation, W = C(x) is a general solution. Taking an arbitrary constant we get
Liouvilles 2 formula:

Z x
a1 () d .
(1.11)
W [z1 , . . . , zn ](x) = W [z1 , . . . , zn ](x0 )exp
x0
2 Joseph
Liouville (1809-1882) French mathematician.
55
[2012 01 18 (19:46)]
Corollary 2.6. Ratio W [z1 , . . . , zn ](x)/W [z1 , . . . , zn ](x0 ) is independent of choosing a fundamental system of LDE, while it depends only on LDE.
Corollary 2.7. We proved corollary 2.3 once again.
Example 2.8. We will find the Wronski determinant of Legendres
2
(1 x )z 2xz + n(n + 1)z = 0,

Coefficient of equation is a1 =
2x
1x
2.
equation
x 6= 1.
(1.12)
So
W (x) = W (x0 )
1 x20
.
1 x2
Let us assume, that we found Wronskian W (x) of the second order LDE and
we know one of the solutions z1 = (x) 6= 0. Then
z
2
z1
z1 z2 z1 z2
= W (x)/2 (x).
z12
By integrating we nd another solution

Z
W (x)
z2 = (x)
dx.
2 (x)
(1.13)
These two solutions compose a fundamental system.

Corollary 2.8. If we know any particular solution of the second order LDE,
then we can nd a general solution by integrating:
Z
W (x)
z = (x) C1 + C2
dx .
2 (x)
Example 2.9. We directly check, that z = x is a solution of Legendres equation, when

n = 1. Then we can find another solution
Z
Z

1
1
1
1
z2 = x
dx
dx
=
x
+
+
x2 (1 x2 )
x2
2(1 x)
2(1 + x)

x 1 + x
= ln
1.
2
1x
1.4.
Linear non-homogeneous differential equation
At the beginning of the chapter we got corollaries (2.1) and (2.2). Now we
formulate them to LDE.
Lemma 2.2. The general solution of non-homogeneous LDE (1.1) is equal to
the sum of general solution of homogeneous LDE zbh and particular solution of
non-homogeneous LDE za
zbnh = zbh + za .
3 Adrien
Marie Legendre (1752-1833) French mathematician.
(1.14)
56
Lemma 2.3 [Superposition principle]. Let us assume,Pthat yk is a solution

of non-homogeneous LDE (1.1) with f (x) = fk . P
Then z = k k zk is a solution
of this non-homogeneous equation with f (x) = k k fk .
Proof.
Since Ln is linear, we get

X
X
X
Ln [
k zk ] =
k Ln [zk ] =
k fk = f.
1.4.1.
Variation of constants
Variation of constants (Legendres method 4 ) frequently is used in investigating an inuence on process of disturbances. For example, analysing motion of planets around the
sun, in the rst approximation trajectories of motion of planets are considered as ellipses
(Keplers5 law). They are the solutions of not perturbed system. If we want to involve into
the model the inuence of other planets, we can assume, that the planet moves according
to Keplers law, but parameters of ellipse are (a little) changing in time, i.e. parameters,
which were constant in the not perturbed model, now they are analysing as functions
depending on time.
Usually it is easier to solve an equation, which describes variation of these constants
than the initial ODE. In the specic case, investigating non-homogeneous LDE
z (n) + a1 (x)z (n1) + + an1 (x)z + an (x)z = f (x),
(1.15)
its not perturbed equation is homogeneous LDE, which has the solution
z=
n
X
Ci zi ,
(1.16)
i=1
and perturbation non-homogeneity. By variation of constants we get explicit formula of

solution. In this case we even do not require for the smallness of perturbations.
We will nd the solution of non-homogeneous equation in a form (1.16),

taking functions vi (x) instead of arbitrary constants Ci :
z=
n
X
vi (x)zi (x).
(1.17)
i=1
By dierentiating (1.17), we get expression of derivative

X
X
n
n
n
X
vi zi ,
vi zi =
vi zi +
z =
i=1
i=1
if
n
X
(1.18)
i=1
vi zi = 0.
(1.19)
i=1
Continuing dierentiation, we get

X
X
n
n
n
X
(k)
(k1)
(k)
vi zi ,
=
vi zi
vi zi +
z (k) =
i=1
4 Joseph
5 Johann
i=1
k = 1, . . . , n 1,
i=1
Louis Lagrange (1736-1813) French mathematician, mechanic.

Kepler (1571-1630) German astronomer, mathematician.
(1.20)
57
if
n
X
(k1)
vi zi
= 0,
[2012 01 18 (19:46)]
k = 1, . . . , n 1,
(1.21)
i=1
and
z (n) =
n
X
(n)
vi zi
X
n
(n1)
vi zi
i=1
i=1
(1.22)
Putting (1.17), (1.19), (1.21) into non-homogeneous ODE (1.15), we get

L[z] =
n
X
vi L[ zi ] +
X
n
(n1)
vi zi
i=1
i=1
n
X
(n1)
vi zi
= f.
(1.23)
i=1
We have used the condition that zi , i = 1, . . . , n are solutions of homogeneous

ODE. Taking equalities (1.18), (1.20), (1.22), we get system of linear equations
z1
z1
...
(n2)
z1
(n1)
z1
z2
z2
...
(n2)
z2
(n1)
z2
...
zn
...
zn
...
...
(n2)
. . . zn
(n1)
. . . zn
v1
v2
...
vn1
vn
0
0
...
0
f
(1.24)
Since the determinant of this system coincides with Wronski determinant, which
is not equal to zero, we uniquely nd
vi = fi (x),
i = 1, . . . , n.
By integrating, we get
vi = gi (x) + Ci =
fi (x) dx + Ci ,
i = 1, . . . , n.
(1.25)
Therefore, particular solution of non-homogeneous n-th order LDE is

za =
n
X
i=1
gi (x)zi (x).
(1.26)
58
Bibliography
[1] M. Abell, J. Braselton. Dierential Equations with Maple V. Academic

Press, 2000.
[2] A. Ambrazeviius. vadas kokybin paprastj diferencialini lygi
teorij. Vilnius: Paskait konspektas,
http://www.mif.vu.lt/katedros/dlsm/darb/aa/kt.htm, 2000.
[3] V.I. Arnold. Ordinary Dierential Equations. Springer Verlag, 1997.
[4] D.K. Arrowsmith, C.M. Place. Ordinary Dierential Equations. A qualitative approach with applications. London New York: Chapman and Hall,
1982.
[5] C. Chicone. Ordinary Dierential Equations with Applications. Springer
Verlag, 1999.
[6] R.L. Devaney. Dierential Equations, Dynamical Systems, & an Introduction to Chaos. Academic Press, 2003.
[7] P. Golokvosius. Diferencialins lygtys. Vilnius: TEV, 2000.
[8] P.-F. Hsieh, Y. Sibuya. Basic Theory of Ordinary Dierential Equations.
Springer Verlag, 1999.
[9] W. Hurewicz. Lectures on Ordinary Dierential Equations. Dover Pubns,
2002.
[10] H.J. Lee, W.E. Schiesser. Ordinary & Partial Dierential Equation Routines in C, C++, Fortran, Java, Maple, & MATLAB. CRC Press, 2003.
[11] James D. Meiss. Dierential Dynamical Systems. Philadelphia:SIAM,
Mathematical Modeling and Computation, 2007.
[12] S.H. Saperstone. Introduction to Ordinary Dierential Equations. Brooks
Cole, 1998.
[13] D. Somasundaram. Ordinary Dierential Equations. CRC Press, 2001.
59

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Dierential Equations I

Faculty of Mathematics and Informatics

Vilnius University, 2012

Translate from Lituanian by Kristina Kaulakyt, 2012

1 Basic definitions of the theory of differential equations

Dierential equation and its solutions . . . . . . . . . . . .

2 Linear differential equations

n-th order dierential equation . . . . . . . . . . .

Conditions of existence of integrating factors (z(x, y)). . . . . .

1.14 Solutions of equation y = g(y). . . . . . . . . . . . . . . . . . . .

1.26 Family of spirals and their images (exponential curves)

Space of solutions of linear equation. . . . . . . . . . . . . . . .

Dierential equation and its solutions

Function F (x1 , . . . , xn ) is called smooth in the domain D, if this function is

Differential equation and its domain of definition

Example 1.2 [Partial differential equations]. Equations

1. Differential equation and its solutions

ODE, having form (1.1), is called implicit dierential equation . In example

If at the point (x0 , y0 , y0 , . . . , y0 ), where y0

= y (k) (x0 ), function F satises

Example 1.5 [Canonical form of ODE]. ODE y + y xex 1 = 0 has canonical

Obviously, that domain of denition of explicit (canonical) ODE (1.2) is

Chapter 1. Basic denitions of dierential equations theory

Figure 1.1 Domain of

Figure 1.2 Domain of

Example 1.6. The right side of ODE

Figure 1.3 Domain of

has sense, when x [1; 0] and x [1; +] (see Fig. 1.1).

Solutions of differential equation

Dierential equation will be solved if we nd all such smooth functions which

F (x, y, y , (1+(yy )2 )3/2 ) = 0.

1. Differential equation and its solutions

Figure 1.4 Integral

Figure 1.5 E.g.1.9.

Figure 1.6 Integral

and such identity

Definition 1.5 [Parametrical solution of ODE]. We call function

Chapter 1. Basic denitions of dierential equations theory

Example 1.10 [Parametrical solutions of ODE]. Parametrical solutions of ODE y =

If x = x(t), y = y(t), then

Example 1.11 [Parametrical solutions of a second order ODE]. Parametrical solutions

Putting these expressions into ODE we get such identity

These parametrical solutions correspond explicit solutions

Definition 1.6 [Implicit solution of ODE]. We call solution y = (x) of

1. Differential equation and its solutions

Example 1.12 [Implicit solutions of ODE]. Equality (x, y; C1 , C2 ) (x C1 )2 + (y

Function (x, y) denes implicit solution (x, y) = 0 to a rst order normal

y (n1) = (n1) (x, C1 , . . . , Cn )

General solution can be written in parametrical form

Chapter 1. Basic denitions of dierential equations theory

From general solution taking particular values of C1 , . . . , Cn we get particular

Definition 1.8 [General integral of ODE]. We call solutions written in a

Differential equation of family of curves

Figure 1.7 Integral

Figure 1.8 Cauchy

Figure 1.9 Cauchy

eliminating constants C1 , . . . , Cn , we could get an n-th order ODE of this family

As we saw, usually ODE has an innite number of solutions. If we want to

then such conditions are values of solution and its derivatives up to (n 1)

y(x0 ) = y0 , y (x0 ) = y0 , . . . , y (n1) (x0 ) = y0

Louis Cauchy (1789-1857) French mathematician.

Chapter 1. Basic denitions of dierential equations theory

If we have a canonical n-th order ODE